How to connect MySQL workbench with MAMP PRO?

As Mike said you can use the Local option and point it to the socket:

/Applications/MAMP/tmp/mysql/mysql.sock

Or you can generate a symbolic link to your mysql socket (from your terminal):

sudo ln -s /Applications/MAMP/tmp/mysql/mysql.sock /tmp/

Doing it this way the changes will be permanent and you will be able to connect to mysql using the mysqlcli or any other external tool.

Change the connection type from TCP/IP to Local, then point it to the socket:

/Applications/MAMP/tmp/mysql/mysql.sock

Your username and pw will most likely be root / root