The "copy" command will automatically place the .mac file in the correct place on disk. The "copy" command recognizes each file type, and manages the files appropriately. So, just copy the macro file to the E-Series box, just the same way you would copy a script file.
The file operation commands haven't changed in a long time -- you might be running a different release than 12.1, but look here for some examples:
http://www.juniper.net/techpubs/en_US/junose12.1/information-products/topic-collections/swconfig-system-basics/index.html and then select "Chapters | Managing the System | Transferring Files | copy Command Examples". In your case, just substitute ".mac" where you see ".scr" in the examples.
Here's a specific example to copy a remote macro file to a JUNOSe ssytem via the CLI file copy command. The following command creates or replaces the local file some.mac by copying the remote file some.mac located in the directory ftpDir on the host "mary". This assumes that a host entry for "mary" exists in the system's configuration, so that the IP address, and ftp username and password are known. (In the example below, I placed extra spaces between the command tokens for readability):
copy mary:ftpDir/some.mac some.mac