Macros are written in the game, not in HotKeyNet. HKN only controls what keys are sent to what window. There's tons of information already available for how to set up multiboxing. The default script should work in the most basic way out of the box once you've changed the paths to reflect where your game is located, as I explain in the first link above.

The link you posted is NOT a script, it is a program. You need a script from the SCRIPTS section of the website to put into the program.

There's tons of information already available for how to set up multiboxing.

http://www.hotkeynet.com/wow/wow-quick-start.html

http://www.dual-boxing.com/wiki/index.php/Guides

http://www.dual-boxing.com/wiki/index.php/Main_Page