Cycles gpu rendering does not work in mac os Catalina, because Apple and Blender too, ditched the Open Cl support for Mac OS!
I have the same macbook pro and I use Windows for gpu rendering with Cycles!
To install the radeon pro Renderer you just have to download the zip file, go inside the Blender Settings, open the Add-On Tab and click on install on the top right corner! In the Blender File Browser just select the downloaded zip file and click on open! That should work!