Hi,

You are reading help documentation for Windows version of AutoCAD.
In AutoCAD for Mac PURGE command exists only in command line version:

http://help.autodesk.com/cloudhelp/2015/ENU/AutoCAD-MAC-Core/files/GUID-D68BA47B-A79D-4F58-9715-0569...

In order to use PURGE command in AutoCAD for Mac you need to type its name at the Command window and than what you want to purge from the options in the command line.

And in AutoCAD for Mac there is no Application button as in PC version.

Maxim