When You start a new class or character, crossbar 1 has all the combat abilities You have at start plus the porting abilities. When You press R1 it switches to crossbar 8 (because the other crossbars haven't been mapped by You yet). In this eighth crossbar You can find the menu for the marks - it's one of the abilities mapped. This takes You to a window with all the marks and lets You set them to the crossbar by selecting them and pressing square. To choose an unmapped crossbar, hold R1 and press one of the four standard buttons or the d-pad.
You can also Mark the current target You're aiming at by pressing square and choosing mark from the appearing list (although I wouldn't recommend doing so amidst the heat of battle)

As for a how-to for macros, just take a look around - I found a few helpful tutorials in this forum.