Java ME SDK 8 EA is available only for Windows. The previous version, Java ME SDK 3.0, is available for Mac, but we just didn't see enough usage to justify maintaining a Mac port at this point. We are exploring how to support Mac in the future, along with Linux.
In the meantime, the easiest way to use Java ME SDK 8 EA on a Mac is to run Windows in Oracle VirtualBox on the Mac. This is what I do and it works fine.