One recorded macro screen refers to one session window

Whenever you switch from one active session to another active session during the recording process, the Macro object:
  1. Completes and stores the current macro screen.
  2. Creates a new macro screen containing the default recorded descriptors (Wait for OIA to Become Uninhibited, Number of Fields, and Number of Input Fields).
  3. Waits to see what actions you add to the new macro screen from the newly selected session.

Thus the Macro object uses the first of the two techniques described earlier for building macro screens, the technique of making all the descriptors and all the actions within any one macro screen refer to the same active session (see Two techniques for building macro screens).