There are no .vimrc, .gvimrc files and .vim/ directory on my mac, and so I can't install any script. And when I create a folder .vim/ and .vim/plugin and paste any script in there, it doesn't work.
Sorry for my english.
解决方案
You must create those files and folder yourself:
Open Terminal.app (found under /Applications/Utilities/).
At the prompt, a $, type each of these lines followed by (don't type the $):
$ touch .vimrc
$ touch .gvimrc
$ mkdir .vim
$ open .vim
At this point, the ~/.vim folder is open in a new Finder.app window.
But I'd respectfully suggest you to get accustomed to the command-line and Vim's basics before rushing to install plugins.
EDIT
You didn't follow the instructions, no wonder the plugin doesn't work.
You have to move cvim.zip into ~/.vim and run the command $ unzip cvim.zip in the terminal. Read the instructions more carefully and don't let Safari expand archives automatically.
Now that you have ~/.vim/c, here is what you should do to go forward.
Supposing your ~/.vim is empty (beside your ~/.vim/c), move the whole content of ~/.vim/c into ~/.vim. After this operation, your ~/.vim folder should look like that:
+ ~/.vim
+ c
+ c-support
+ (many folders and files)
+ doc
+ csupport.txt
+ ftplugin
+ c.vim
+ make.vim
+ plugin
+ c.vim
+ README.csupport
When you are done, delete ~/.vim/c and start Vim. The plugin should be installed and working.
If your ~/.vim folder is not empty (say it already has a bunch of folders and files like ~/.vim/color, ~/.vim/syntax, whatever…) you'll have to move manually each subfolder/file from ~/.vim/c to the right place in ~/.vim.
ENDEDIT