There are mainly there ways to connect the Camera to download pictures to your Mac.
1 - By USB connection
2 - By connecting memory card to computer
3 - By using WiFi - For this, you have to buy an additional WiFi Adapter but you can only connect to Android or iOS device --> https://www.amazon.com/Nikon-Wireless-Mobile-Adapter-Digital/dp/B007VGGIB6
You can't keep it connected to Macbook Pro to automatically upload pictures you taken on it. You have to do this manually.
Method 1 is the best option to download photos to your Mac. Connect the camera to your Mac with the USB cable. Then go to Applications folder and open Image Capture. Image Capture will recognize the camera and show the pictures/videos in it. Select the pictures and videos you would like to download and download using it.
You can also use iPhoto or Photos to download and save Photos to your library of Mac.
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