Where connecting it to a computer is an option this usually seems to be how it works. How real-time it is very much depends on the weather station but I don't know of any that provide actual real-time sensor data.
The older EasyWeather based FineOffset stations like the
WH1080/
WH2080 have a truly awful USB protocol and don't provide anything that could be considered real-time data. Calling it a protocol is being a bit generous really - you've got to scrape the microcontrollers memory every 48 seconds to look for new data and be careful to only do this while it isn't receiving sensor data otherwise the console crashes (have to unplug it and pull the batteries to reset it). And somehow they even managed to do that wrong - you've got to read each memory address multiple times because sometimes it gives you a garbage answer. Took quite a while before my data logger was able to work around these 'quirks' reliably.
Davis stations on the other hand will just stream updates to you every 2.5 seconds via a fairly simple and
well documented protocol over a variety of connections depending on the option you buy (USB, Serial, Ethernet plus some more esoteric options). Nice and easy. They do cost at least an arm though and you can't import the wireless stations yourself (overseas frequency is owned by Vodafone here,
the local importer imports a special version I guess).
I've not had a chance to play with the FineOffset
WH2600 style stations (the one linked on aliexpress) so I'm not sure what sort of data access it provides but EasyWeatherIP is a thing that exists so I guess there must be some way of pulling data off the thing rather than just pretending to be weatherunderground and having data HTTP POSTed to you. Sensors only update every 14 seconds though.
Mac or Linux support comes down to the software you're using - the hardware itself shouldn't require any special drivers. The USB FineOffset stations appear as a "Dream Link WH1080 Weather Station / USB Missile Launcher" USB HID device and the Davis ones will just appear as something like /dev/ttyS0 or /dev/ttyUSB0 for the USB version (which is just the serial version with a built-in CP210x USB to Serial converter).
For Arduino:
Sensirion SHT31 temp+humidity sensors,
Bosch BME280 temp+humidity+pressure sensors, the FineOffset wind+rain sensors (
such as these) and Nordic nRF24L01+ radios may be worth looking at depending on budget and capabilities you're after. If you want to get really flash KiCAD isn't too difficult to learn and
dirtypcbs.com will make you 10+/- copies of a 5x5cm PCB for $17.
The boxy FineOffset rain gauge may struggle with heavy wind/rain as it has quite a shallow funnel with a small opening that blocks up easily. Spiders were a constant problem with mine - had to clear out the spider nests around the tip bucket almost monthly. Perhaps worth considering the Davis 7852M as an upgrade - should hook up in a similar way to the FineOffset one and has never given me any problems on my Vantage Pro2.