You can specify a non-default macro file to be used per connection profile.
That file can be stored on a shared network drive, so that multiple users can use the same file.
By using a profile specific macro file, you can also use different macros for different environments or DBMS.
But SQL Workbench won't detect conflicting updates to that file.
If one user changes the macros list and saves it from within SQL Workbench, it will overwrite the file without asking.
Thomas