The Nintendo Wii by default does not save games to SD cards, but it's easy in the Wii settings interface to copy your saved games to an SD card or restore later. If Wii Transfer is running when you insert an SD card into your Mac, it will automatically copy the saved games to your hard drive (in Application Support), organizing them by date.
The automatic backup feature is enabled by default. To disable it, open the preferences window (Wii Transfer → Preferences) and click the "Backup saved games when Wii Transfer is running" checkbox. To reveal the folder used to store saved game backups on your computer's hard drive, click the Show Games Folder. You may safely delete older files in this folder if you no longer need them.
To restore a saved game backup to your Wii, first insert an SD card. You will need an SD card writer to use this feature. The card must have already been used at least once from your Wii to transfer saved games. Click the Saved Games item in the main Wii Transfer window and navigate to the game you want to restore. The games are listed by date, with the most recent first. Click the Restore button to copy the game data back to your SD card.
Warning: Restoring saved game data will overwrite all saved games for a particular game.
Unmount the SD card and insert it into your Wii, then use the Wii settings interface to copy the saved game data from the SD card back to the Wii's internal memory. Please consult your Nintendo Wii manual for additional instructions on managing saved games.