You have gone through the hard work of creating your macro and now want to make it easy to insert this into your workflow time and time again. You may have, up until this point, been right clicking on the Alteryx Canvas and going to Insert>>>Macro.
However, you can now create your own macro category by going to Options>>User Settings>>Edit User Settings
Within this splash screen you should now be able to see a macros tab:
At this point you can hit the '+' icon and you can give a name to your category and select the file folder where you save your macros in.
Then simply press Apply and OK and the new tool category will appear at the end of your tool palette.