When I am done with a Macro , I manually have to select and delete all windows .
What is the "Actions" to be used, to be able to do this with a Shortcut ?
A little more context would be helpful.
By windows, what are you referring to? Which apps? Do you want to "delete" or "close" those windows or apps?
Maybe walk us through your workflow and we can make some suggestions 
Thank you for your response..
I have created a shortcut to open up three directories on the screen......When I want to use another shortcut, I have to manually select each of the directories and delete them
I would like an "Action" to this for me...... It makes sense to me just to have a shortcut to do this.
Try holding down the Option key and clicking on one of the window's red dot (top left) to close all similar Finder windows.
You can use this action to close finder windows. Just insert the title of each window that you want the macro to close. Do this for each window you want it to close and assign a trigger.
Many Thanks !!