Macros can be generated in the NC code for patterns of holes. To generate these macros, your post processor must support them, and you must turn this function on for the post.
You could set Minimize tool changes in the Ordering dialog instead. Using the Default Attributes setting includes macros for any parts you create.
Macros cause FeatureCAM to analyze the NC code and generate macros for hole operations if it finds sets of repetitive tasks. This method may ignore sets of operations that don't have one-to-one correspondence with the other sets in the macro. For example, if you are drilling and reaming a pattern of six holes, and another hole in the Setup also uses the same tool, the operation set that shares the same tool, is not included in the macro because there are seven operations in that set, not the six that the other sets of operations used in the macro.