ReWire requires you to have 2 applications, one acts as a master, the other as a slave.
Reason can only act as a ReWire slave, so you'll need another program to act as a master.
Your Mac should come with GarageBand, which I believe can act as a rewire master, so you should be able to find tutorials or such on setting that up.
The general idea is that you'll use rewire to send audio Reason into a GarageBand audio track, that will have the amp effects added.
TBH, unless you want to send an instrument like Thor into GarageBand via rewire, it's much easier to just use GarageBand (or other app that supports your plug-ins...) to record / play your guitar. Using rewire for this only adds complexity & processing overhead, and you still can't record the audio into Reason, as rewire in this case is MIDI IN, AUDIO OUT only.