Build should work on Mac OS X 10.12. If you're using earlier version, you can try to build ClickHouse using Gentoo Prefix and clang sl in this instruction.
With appropriate changes, it should also work on any other Linux distribution.
If you intend to run clickhouse-server, make sure to increase the system's maxfiles variable. See [MacOS.md](https://github.com/yandex/ClickHouse/blob/master/MacOS.md) for more details.