A macro at its heart is simply a series of commands pre-packaged so they can be fired off with the click of a button or a typed command in chat. There's two different ways you can set up a macro. First is through the Macros sidebar.

Click on the geartab at the topright of your screen, then click the +Add button. This will bring up the Macro editing dialog box. Name it and then type in the commands, one per line, you wish to have in the macro and then save your macro.

If you check the 'Show as Token Action' button, it will appear as a click-able button when you have any token you control selected.

The second method is via your character Journal, as an Ability.

Open your character journal, click on 'Attributes & Abilities', and +add next to Abilities. Hover over your new 'Ability' and click on the pencil icon. This will bring up the Ability editing Dialog box. Name it and then type in the commands, one per line, you wish to have in the macro and then save your macro by clicking on the checkmark.

The benefit of doing macros via this second method are two-fold: firstly, character specific macros can be placed here and not spam your macro sidebar. The second advantage will be explained in Making Macros 103. :>

I hope this is a useful tutorial.