A macro is a series of programming commands that are saved as an applet, which can then be called by using a hot key combination assigned to it.
I would imagine its main purpose with your particular touch mouse is to create gaming macros that can then be checked using the macro view function.
Obviously, you'll need to create a macro first to be able to use macro view.
In the video, the tutor explains how you can open three separate windows, which I would imagine is done by a macro written for this purpose. As I understand it, you invoke the macro view command by using three fingers to roll across the touch mouse to open the windows in macro view i.e. in view at the same time