The macro files are by default located in "Documents\MacroToolworksFiles\MacroFiles" folder. A new file can be created using “File/New” menu command, an existing file can be open by clicking on “File/Open” menu command. All macros are saved within a single file which makes distribution of macros to other computer an easy task. Just copy (or use "File/Save as" menu command) the macro file to a removable media and then copy it back to hard drive on other computer and use "File/Open" menu command to open the macro file.
It is possible to have open multiple macro files in the program. Each macro file is represented by a tab in the window. Clicking on the tab displays the content of the given macro file - macro groups and macros.