If you're speaking about programs like Word, Excel and even Photoshop, macros are some small programs written in visual basic. They represent actions that you perfom over and over.
For example, if you have a list of employees created in excel, and you use it over and over, instead of opening the file and copying the table and then paste in a new file, you simply create a macro that will register the table for you and then append it to a button.
Each time you open a new file and click on this button, it will paste the table for you.
A good time saving tool ! and very easy to create.