There isn't a key for ё on the US Mac. Try to hold down "e" (cyrillic е) and then press 1.

The letter "e" - key "\" (on enter)

You can use quizzly.org/typing to practice typing Russian. They have a keyboard guide though I still had trouble getting it to work. Once working though, it didn't take much time to memorize the keyboard after printing it out and repeatedly doing tests to get my WPM up to 25.

There actually is a key for cyrillic 'ё'. But its position depends on what keyboard layout as an Input source you use, and what hardware keyboard layout you have. It is either the top left button with a ~, or the very right one above the return with | and \. Though you can simply omit ё or type it with holding е, and then press 1 as they mentioned it here before.

you could just miss dots