There isn't a built-in way to add notes to Kindle books on Kindle for Mac, but there are a few workarounds you can use. One option is to highlight a section of text, then click the "Add Note" button that appears. This will create a note associated with that section of text.
Another option is to use the "My Clippings" feature. To do this, open the "My Clippings" panel from the Kindle for Mac interface. Then, select the text you want to clip, and click the "Add" button. This will add the selected text to the "My Clippings" panel, where you can add a note.
Finally, you can use Amazon's "Send to Kindle" feature to send a PDF of the Kindle book to your Kindle device. Once the PDF is on your Kindle, you can add notes to it using the built-in annotation features.