Hi: Typically, if you are creating stored processes, with the intent of using the Prompting interface, then any macro variables you use in your program can be defined as prompts when you register the stored process. However, the Display Manager interface does not have a way to define prompts. The Enterprise Guide interface allows you to define prompts that can be used through the entire project and EG also has the prompting interface as an interface layer on top of SAS. Once you have defined your prompts in EG (based on macro variables), then if/when you create a stored process from that project, your prompt is automatically carried over to the stored process.
The bottom line answer to your question is that SAS Display Manager does not have a prompting interface like EG. But you can still use Macro variables in your code. You just can't prompt users for the values when you run the program without using some other interface, such as SAS/AF or the %WINDOW facility.