I downloaded ethereum wallet for MacOS and I chose private network, but it is taking too long when downloading blocks, it is almost not moving. Is that normal?
Why it is downloading blocks when choosing private network? From where the blocks are downloaded? Is it from centralized servers or from peers like torrent?
After launching Ethereum Wallet you can chose between Test Network and Main Network:
That has nothing to do with private or public, yet. The main network is the public Homestead network and the test network is the public Ropsten network.
The blocks are downloaded from peers: There are no servers hosting the blockchain but a full decentralized peer-to-peer network serving the block and state data.
If you want to launch a private network only for yourself, you need to configure your client with a custom network ID and genesis file.