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From SAS Help, "Getting Started with the Macro Facility":
The macro facility is a tool for extending and customizing SAS and for reducing the amount of text you must enter to do common tasks. The macro facility enables you to assign a name to character strings or groups of SAS programming statements. From that point on, you can work with the names rather than with the text itself.
When you use a macro facility name in a SAS program or from a command prompt, the macro facility generates SAS statements and commands as needed. The rest of SAS receives those statements and uses them in the same way it uses the ones you enter in the standard manner.
Sounds pretty simple doesn't it?
For more information on the Macro Language visit the SAS Institute discussion forums.
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