The mBlock download comes with the Arduino IDE and all of the libraries installed. You will need to install the USB driver (see this thread) before you can connect to the mBot. From there, you will need to connect via the USB cable (Connect->Serial Port->/dev/tty.wchusbserial410 on my machine), and immediately upgrade the firmware (Conect->Upgrade Firmware) because the version on the mBot may be older than the current version of mBlock (and it does make a difference). From that point, you should be able to create Scratch programs using the blocks from the Robot palette. For standalone programs, you need to start the program with the mBot Program block. If you want to run the robot over the air, you’ll need to connect via the WiFi dongle (Connect->2.4g Serial) or through the Bluetooth module (Pair through the Bluetooth choices, then Connect->Serial->/dev/tty.Makeblock-ELETSPP).
Whenever you are connecting to the mBot whether over the air or via USB cable, you should see a message in the title bar that lets you know that you are connected. If you are interested, I’ve written a short eBook on standalone robotics that uses all Scratch-based programs (link) and I’m working on the second volume that introduces using the Arduino IDE to program the mBot (should be published next Spring).
Best regards,
Chuck