You may want to clarify what you mean by "dictionary.macros", please. Or possibly you can cite some documentation reference where you saw the phrase mentioned?
For compiled macros, each user as an object catalog in their own WORK allocation, in addition to the SASAUTOS= CONFIG/OPTIONS setting.
And, regarding the reference to dictionary, possibly you are referring to the DICTIONARY views maintained for each user's session, providing a varied assortment of goodies through the SAS program execution life-span.
Possibly, you will find some useful search hits/matches, using the Google advanced search argument below - using a required phrase match and limited to just the SAS.COM website/domain:
+"dictionary.macros" site:sas.com
Scott Barry
SBBWorks, Inc.