Well, there are a couple ways to do this.
The simplest, if you have a single macro you want every token to access, is to make an actual 'macro', by which I mean one in the Settings tab.

Open settings, click the +ADD button to create a macro.
If you want the macro in the quick bar, check the boxes shown for 'in bar'. If not, don't.
When you create a new macro, or click on an existing one, a box will pop up like this:

Fill in the information you want, and make sure you select the "Show As Token Action" button the big green arrow is pointing at.
Now every token on the board will have this as a viable option!
Another way to do this is so only a specific token has this token action.
First, you create a Journal Entry and Token combination; one token that is linked to a Journal Entry as its character sheet.
Linking Tokens To Journals WikiThen, you set up Attributes for that character, and Abilities that link to those Attributes.
In this case, my character has an Attribute called "Stealth"; this Ability (macro) calls that number from the sheet, adds it to a d20, then outputs it to the chatbar with a note as to which token made the roll (token_name).

Again, make sure that you've checked the box named "Show As Token Action".
Save your work, and now only tokens that are linked to that journal entry will have that Token Action.
Hope that helps!
-Phnord