To create a Macro select the tools intended for the macro, right click on one of them and select "Macro -> Create Macro" from the context menu.

The Macro Editor then allows you to specify and rename the controls that shall be exposed in the final macro. In this example we only expose the Threshold and gain sliders of a Softglow tool which is sandwiched between to ChannelBooleans. After setting up the Macro to your liking, type in a name in the "Macro Name" field and select "File -> Safe".

To add the Macro to your flow right click anywhere on the flow and select "Macro -> [NameOfYourMacro]" from the context menu.

The final Macro looks and behaves just like any other tool in Fusion.

As another example you could take a single ChannelBoolean, set it to "add" mode, and make it into a macro exposing no controls at all, thus creating the equivalent of a "Add Node" like the one that can be found in programs like Shake.