In the Resolve installer ensure that the PostgreSQL option is enabled.
On OS X, in the Resolve installer select "Customise" to access this option.

This creates a "PostgreSQL 9.5" folder in Applications
[which contains the Application Stack Builder application, a Documentation folder, pgAdmin III, Reload Configuration and SQL Shell (sql)].
If this is folder is not present once installation has completed, navigate to the following directory:
System Drive > Library > Application Support > BlackMagic Design > DaVinci Resolve > Upgrade PostgreSQL
and run the "Upgrade to PostgreSQL 9.5" script in that folder.
The script automatically opens Terminal. Type in your Admin password and run the script.
This should then create the "PostgreSQL 9.5" folder in Applications.