The user manual said that I need to
Get the source of xfig (xfig.3.2.5-alpha3.full.tar.gz) and gunzip and untar the file: Either do: gunzip -c xfig.3.2.5-alpha3.full.tar.gz | tar xvf - or gunzip xfig.3.2.5-alpha3.full.tar.gz tar xvf xfig.3.2.5-alpha3.full.tar
It also said that
There is a version of xfig ported to run on the MacIntosh under the Darwin port of XFree86.
But I didn't find how to setup the XFree86 and even the xfig since I am very new to either Mac OS or UNIX.
The easiest way is probably to use a package manager like Macports, Fink, Homebrew etc.
For macports the steps are basically
sudo port selfupdate
sudo port install xfig
The other managers will have a similar set of instructions.