Download Qt5.4.1 clang binaries for Mac. Install Qt and also webegine.
Compile (from the command line) web engine widget examples from /Examples/Qt-5.4/webenginewidgets/browser and /Examples/Qt-5.4/webenginewidgets/fancybrowser.

--> .app file is not generated for browser or fancyborwser examples (as it is done when other Qt examples are compiled on Mac). Instead 'Unix executable file' (=Browser / fancybrowser) is generated. When this Unix executable file is launched from the Finder an additional command prompt windows is launched before launching the actual application window.

I am not sure if this is really a bug but at least these two examples behave different than the Qt examples.