What info do you expect to be on a “missing CD”? Normally, devices sold for digitizing tapes or vinyls I’ve seen just come with a unusable CD containing a very old / outdated version of Audacity. There is just no use for it.
If the USB connector of the cassette device is for sound and not only for charging the device, then all you need is to find a connection cable. And you need to allow Audacity access to “Microphone” in the system settings of your Mac (under “Privacy and Security”).
Although some people here claim that not all devices work well with a Mac, I have so far not seen any problems myself. But if, then you can use the earphone connectors of the device and get fn “external sound card” such as the Behringer UCA-202 or similar. I myself use a very old “iMic” from Griffin Technology. But production of these devices stopped about 2 decades ago…