Just click on the button where you want the macro to be.

Down at the bottom of the screen in the middle is a window where you can put the macro. Just click the red record button and then using the remote preview in the middle go in and out of the devices and click the buttons you would hit to change the inputs. When you are done hit stop. You can then re-order the steps or add delays/logic as needed. Depending on how you do it there may be some extra steps that you can delete. Just remember to end with a page jump to wherever you want to end-up