To import a macro sent to you by technical support, use the FILE|import menu (or corresponding toolbar button) of the Macros Editor and select the file with an extension .qxp that was sent to you. You will be asked where and under which name to save the imported macro. You are then ready to use the macro in a script.
You will seldom need to export macros, but when you do it will usually be to send to technical support to validate some modification you have made to an existing macro. To export a macro, use the FILE|export menu (or corresponding toolbar button) of the Macros Editor and select the filename under which you want the currently displayed macro to be saved. Make note of that filename and attach it to your email.