You can install any application/packages with brew on mac. If you want to know the exact command just search your package on https://brewinstall.org and you will get the set of commands needed to install that package.
First open terminal and install brew
ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)" < /dev/null 2> /dev/null
Now Install jq
brew install jq