Works fine for me with the server running on windows, both from my phone and from my computer.
Try
http://127.0.0.1:8080/opds from a browser on the computer running the calibre server. If this works then the problem is probably a firewall setting or the equivalent of an antivirus for Macs.
EDIT: If the 127... works but a URL with the IP address doesn't work from a phone (or something) then you WiFi network might be blocking intranet connections. There are many reasons it might do this.
If it doesn't work then the content server process is blocked or not running. To determine if it is running and listening, try in a terminal the Mac-equivalent of
You should see the calibre content server in the list along with the port.
If it isn't in the list then you need to start it either from the command line or from the calibre GUI.
Another possibility is that the port, apparently 8080, is being used by some other process so calibre can't use it. In this case calibre won't appear in the netstat list.
Try running calibre in debug mode (right click on Preferences then "restart in debug mode") to check for any errors in the debug log.