Does your Macbook Pro meet those minimum requirements?

Minimum:
Requires a 64-bit processor and operating system
OS: WINDOWS® 10 (64-BIT Required)
Processor: Intel® Core™ i5-4460 or AMD FX™-6300 or better
Memory: 8 GB RAM
Graphics: NVIDIA® GeForce® GTX 960 or AMD Radeon™ RX 460
DirectX: Version 12
Storage: 26 GB available space
Additional Notes: This game is expected to run at 1080p/30 FPS. If you have don't have enough graphics memory to run the game at your selected texture quality, you must go to Options > Graphics and lower the texture quality or shadow quality, or decrease the resolution. An internet connection is required for product activation. (Network connectivity uses Steam® developed by Valve® Corporation.)

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Resident Evil 2 requires DX12 but Parallels Desktop only supports up to DX11. The native Mac port on Mac App Store was on sale for $10 until Jan 8. It will go on sale again later. It has a free demo on Mac App Store you can try.

This thread was quite old before the recent post, so we're locking it to prevent confusion.