A macro is a series of key presses assigned to a single key. For example a 3 digit channel number could be programmed onto one key for easy access. Even more usefully, macros can be assigned to Activities, so that when the Activity is selected, the remote can turn on the relevant devices and select any relevant inputs. An example would be creating a macro for a Watch TV Activity which turns on the TV, STB and Sound Bar, then waits 5 seconds and selects HDMI 1 on the TV, and then enters the Watch TV mode, ready to control the Activity.
To program a macro, select Macro from the Features Page of the app. Then you will be asked to select either a key on the remote or an Activity. You will then see a brief explanation of how to build a macro.