well since the other guy did not give you a clear answer, let me assist you. all of your macros are going to go within 1 base folder on your system. This should be the "../users/owner/" section, in a folder called "nreal". for example, my exact location is "../Users/whitecrowproductions/nreal/"
This nreal folder is where shake looks to by default to find any interface changes. inside this folder you should make 2 more folders called "icons" and "include". Your icons (.nri files) should be placed in the icons folder, along with any other folders macros might come with such as a "ux" folder.
Inside your "include" folder, you should create another folder called "startup". inside this folder is where you will place any header files (.h) or plugin files (.bundle).
Aside from header files, you will need to make another folder inside the startup folder called "ui". inside this folder is where you place any UI.h files that come with your macros. Here is a simple readout so you never forget where they go...
.nri files: "../Users/Owner/nreal/icons/"
.h or .bundle files: "../Users/Owner/nreal/include/startup/"
UI.h files: "../Users/Owner/nreal/include/startup/ui/"
I hope this has been of some help to you. Please feel free to test this with some of my custom macros.