The screen of the first screenshot is common to many sounds of the HalionSonic3 library, so I imagine that there is a Macro already “ready” to be used. I am wrong?
Nope, there isn’t, unfortunately. You have to manually create and customize your macro page by adding knobs, buttons, sliders, etc and then assign different parameters to those knobs, buttons, sliders, etc.
Here’s a pretty nice video tutorial that explains the process of creating a macro page: