Your question is not very clear and without an MWE I can only guess. I think there are some missunderstandings causing your problems.
First of all have a look on my MWE, store it with the understandable filename mwe-bibtex.tex (main.tex can be nothing or everything ...):
%File mb-bibtex.tex, then \jobname = mb-bibtex
\documentclass{article}
\usepackage{filecontents} % loading package filecontents
\usepackage[numbers]{natbib} % bibliography style
\usepackage[colorlinks]{hyperref} % better urls in bibliography
% writing file \jobname.bib
\begin{filecontents*}{\jobname.bib}
@Book{companion,
author = {Goossens, Michel and Mittelbach, Frank and Samarin, Alexander},
title = {The LaTeX Companion},
edition = {1},
publisher = {Addison-Wesley},
location = {Reading, Mass.},
year = {1994}
}
@Book{adams,
title = {The Restaurant at the End of the Universe},
author = {Douglas Adams},
series = {The Hitchhiker's Guide to the Galaxy},
publisher = {Pan Macmillan},
year = {1980}
}
\end{filecontents*}
\begin{document}
Test of bibliography:
The funny book of Adams~\cite{adams}, the \LaTeX{} companion~\cite{companion}.
\bibliographystyle{plainnat} % needs package natbib
\bibliography{\jobname} % uses \jobname.bib, according to \jobname.tex
\end{document}
Run it first with typing pdflatex mwe-bibtex.tex in your terminal comand line.
You will find a new file mwe-bibtex.bib (comming from the used package filecontentsin my MWE) containing the data of a example bibliography. Now run bibtex mwe-bibtex. This builds, using the file mwe-bibtex.aux, the file mwe-bibtex.bbl LaTeX needs to include a correct bibliography in your document. Now run LaTeX twice with pdflatex mwe-biblatex.tex. Afterwards you should have a mwe-biblatex.pdf file containing the complete document.
Please test first my MWE on your system. Is it running change your code accordingly.
Update:
With TeXShop you can also run pdflatex and bibtex. Perhaps question all in one engine for texshop can help you. Otherwise have a look into the TeXShop manual.