Menu: Utilities->Tools->Macros...
Toolbar: 
'Macros' window allows you to create sequences of commands and give them a name. This group of commands can also be recorded from one execution set inside the program.
It is possible to assign a keyboard shortcut to a given macro.
Note: Macros are considered as a user preference and not related to the active model. So, to transfer a set of macros from one user to another it is necessary to copy the appropiated 'Macros.tcl' file (its location is platform dependent)