First would be to become fairly familiar with basic SAS programming language, such a completion of the Programming 1 course before getting involved with macros at all. Macros only generate SAS code, so knowing what code to generate is key.
Easier than storing compiled macros may be to use the Autocall facility which would point to the location of code files with macros. Compiled macros are stored in catalogs and not very transferable between operating systems (or versions of SAS sometimes).
Autocall involves setting one value and possibly adding your custom location to the search path.
For instance in my autoexec sas file I have:
options
insert=(SASAUTOS=("D:\Data"))
;
which tells SAS to look for my custom macros at D:\Data and compiles them as needed. Insert is so that location is added to the list of locations that SAS already maintains internally for its own macros.
