Transferring Pulp PDX to Device

Hi. I just got my PlayDate and am making a game in Pulp. I cannot, for the life of me, figure out how to transfer what I've created to my PlayDate device to test. I downloaded the PDX to my Mac, but I have no idea what to do from there. My PlayDate is connected to my computer via USB, but nothing happens besides the PlayDate battery getting charged. Nothing pops up on my computer showing my PlayDate connected and I'm honestly not even sure what is supposed to be happening when I connect it.

It looks like you can do this by putting your in Data Disk Mode and transfer it via USB:

I've never done this and the documentation does come with a warning:

NOTE: It’s possible to break the software on your Playdate by accessing the files on it directly. Please proceed carefully.

Be careful!