To export your Contacts from Clio as a CSV, click HERE for instructions.
Once you have saved the CSV of your Contacts, you can import it into your Address Book by clicking on the "File" menu, then select "Import". You will then be prompted to select the Contacts CSV.
Once you have selected your file, you will be given the option to match up the various fields that differ between Apple and Clio. Please go through and change the Apple fields to match the Clio fields.
Now you will see your Clio contacts in your Address Book.