@DanThomas & @cdthomer times an idea, since the note possibility shown by @peternlewis can only be set for individual actions within a macro.
I mark my macro group or a macro with a callout icon.
I enter my notes etc. in Drafts or also Craft. Then my note is linked to the app Hook.
The advantage with linking to Hook is that I can add any number of links (web page, screenshots, etc.) to my note after the fact