You need to save the macro to your macros folder (if you have one setup) and then bring it onto your canvas from the tool palette. Let me know if you need help doing this.
Basically when you get that black box question mark it means that Alteryx knows you are referring to a macro but it is not located where the workflow is saying it is. Make sense?
Joshua Burkhow - Alteryx Ace | Global Alteryx Architect @PwC | Blogger @ AlterTricks