Okay, so I did a bit of research, and as I suspected, the software that comes with the device is actually PowerPC code, which works under emulation on Intel-based Macs up until OS X Lion, but then support was dropped. This article explains — but also notes that you can apparently register the device at http://www.xrite.com/ and then download newer software which will work.
So, you could do that.
Even if the software didn't work, you'd still have options. First, as you guess, the ICC profile is cross-platform and you can generate in Windows and use it in OS X.
Second, if you're comfortable around slightly awkward software, you can use ArgyllCMS on OS X. This is free open source software which will do everything the included software can as well or better. In fact, better is likely, as these devices are often sold in various models at different price points but actually equivalent hardware — the differences are all in software, with features held back from the cheaper versions.
But that said, €50 isn't that good of a deal for this, because, trust me, this is old and slow. I actually have the exact same model sitting in my e-waste bin right now. It's very slow to operate (like, let-it-run-overnight slow) and is klunky, inelegant hardware with lots of little pieces to lose. And, it's possible that the color filters have degraded and aren't so accurate anymore — depending on who you ask this is either a huge problem or not one at all.
My recommendation is to buy a ColorHug, for about €70. It's going to be a lot faster and a better experience. This won't work in OS X either, but it comes with a CD which will (non-destructively) boot into Linux on your Mac so you can generate the ICC profile.
(Disclaimer: the creator of the ColorHug and I happen to work for the same company, but this is a side project of his.)