The stackage set up instructions are:
Download the following file, place it next to your cabal config file and you’re done.
$ wget https://www.stackage.org/lts/cabal.config
$ cabal update
$ cabal install
The problem is I don't know what or where my cabal config file is. Also, does this mean something different if I'm using sandboxes?
I'm sorry to hear that you're having trouble installing Haskell on OSX. Actually, if you're at this point you're something like 90% of the way there; you've got GHC and cabal installed and that's the big thing that you need to start playing around with the basic elements of Haskell: data declarations, functions, and definitions.
The per-user configuration file should be ~/.cabal/config and the per-project configuration file should be [Project Directory]/cabal.config. (So, as bheklilr states, you'll need to create a project with cabal first.)
You should check and make sure cabal --version is not hopelessly out-of-date; they're on version 1.22 now but if you're > 1.16 you should be able to do the steps above. If not, indeed, the way to upgrade cabal is generally to cabal-update and then cabal install cabal-install to the latest version.
You can of course create your own ~/.cabal/ folder.