If I read correctly, it says it can't find the SDL_gfx library.
To run OpenXcom, you need the following libraries (either statically or dynamically linked):
* SDL (libsdl1.2)
* SDL_mixer (libsdl-mixer1.2)
* SDL_image (libsdl-image1.2)
* SDL_gfx (libsdl-gfx1.2), version 2.0.22 or later
* yaml-cpp, (libyaml-cpp), version 0.5.1 (0.5.2 does not work, use latest git HEAD if you want newer version)
Unfortunately, I'm not an OSX user... no idea how to help you.
Maybe someone else could jump in.