>> error:
>> LaTeX Error: File `biblatex.sty' not found.
>>
>
> Did you install biblatex on your computer ?
>
> If not and you are using MacTeX follow the instructions here :
>
> http://www.1984produkts.com/donkeyhottie/archives/2008/05/11/mla-bibliographies-in-mactex/

Thanks – I assumed it was installed with MacTex. It wasnīt, so I did  
that now…
The problem now is, that I donīt get an index. I have inserted a  
BibTex-Index	 and tried different styles. As far as I understood it  
doesnīt matter, which one I choose. Or do I have to install a style  
also?

In a new file I created I interestingly only get references in a  
dialogue, which I donīt know and Iīm sure, that I didnīt enter them in  
BibDesk. I also canīt find them via spotlight. This is what I have in  
my preamble:

\usepackage[style=authoryear,natbib=true]{biblatex}
\bibliography{<name of my BibDesk-File>}

Thank you, best*
Jess