1. For your first question: May I ask how you are trying to use the macro you are creating? The DM Studio user guide has a chapter about macros. It has topics about how to create macros for specific purposes. If you are just testing perhaps you could pick one of the types described in the chapter: Using Macro Variables
I am not sure what you mean by not being able to open a text file. One possibility is that you are trying to open the "system" macro file which you might not have access to. But this is just a guess on my part.

2. For your second question, one way to check how macros are resolving is as follows. I hope that it helps in your case:
"To see how the current macro variables and configuration directives are resolving, select Tools > Data Management Studio Options > Advanced from the main menu." (Usage Notes for Macro Variables) User-defined macros are at the bottom of the long list of items in the Advanced panel.