Well, for 6-man Sygyzy, there are around 730 files; So if you only have one file, I hope it's a huge, compressed archive file. (You'd need to decompress it into its own folder.)
Do you already have Stockfish running in a Graphical User Interface (GUI)? The general idea is that you have to go into the engine configuration and tell Stockfish to use Sygyzy bases, and you need to also tell it the path to the bases.
Well I have Stockfish 6 from the app store and of course that's in GUI but I also downloaded it's code with no GUI.
If it was the Stockfish source code that you downloaded, you don't need that. If Stockfish is working in your GUI, then I think all you need to do is put the 730 Sygyzy files into a folder, open up the Stockfish engine configuration in your GUI, then tell Stockfish to use the Sygyzy bases (and specify the path to the Sygyzy folder).
It also might be a good idea to check the MD5 hashes of the Sygyzy files after you put them in the folder so that you know that none of the files are corrupted. (If you know how to do that.)
I've just dowloaded a 6-men Syzygy Endgame Tablebase for Stockfish on my Mac running Yosemite on a 2.7 GHz Intel Core i5 processor, but all I have is the file and don't really know how to actually use it (I'm clearly not too savvy with this stuff). :(. Does Stockfish automatically take its endgame moves from the database or do I need to do something else? Because if so, I don't know what and I request assistance. Thank you.