Microsoft is paranoid about the security threats that Office files face because of the malign coding or programmes that might get attached to these files. That is the reason why, all files created in MS office - Word, Excel or PowerPoint being dominant - are provided an extra layer of protection.
If there is a macro (automatic VB coding for non-developers) embedded in the file, then, the macro will run immediately after it is created but if you want the macro to run in the subsequent sessions after it was created, then, it has to be saved in a different file format than the default file format. It has to be Saved As a macro enabled file (note the m in the file extensions docm, xlsm and pptm).
If you have a macro that is common for two or more files (or for the application itself), then, you can create this macro in the "Personal macro workbook" in Excel or use the option to save and make it available in All documents in Word and All presentations in PowerPoint. Thereafter, you can run this macro in any file saved in the default file format.
Note: If you are creating a file template with a macro, then, you have to save it as a macro enabled template file which is available as one other option when you choose Save as.