Where is "/var/log/messages" on mac-osx?
Solution 1:
If you refer to the man entry of syslog.conf, I guess the line is just an example:
# Log anything (except mail) of level info or higher.
# Don't log private authentication messages!
*.info;mail.none;authpriv.none /var/log/messages
If you want to use that directory in your configuration, you'll have to create it.
Edit: The actual syslog.conf on Mac OS X uses the system.log file.
Solution 2:
It's /var/log/system.log on Mac OS X. You're probably reading man pages from Linux based software which uses the /var/log/messages file instead.