Well, in terms of definitions, a macromolecule is just a very large molecule. But there's a lot more to macromolecules than just their definition. Depending on the exact course you're taking and the level that it's being taught, you might be expected to know a more specific definition or particular examples. I think there are a few broad classes of macromolecules that are important in different fields.
Diamond and graphite are simple macromolecules that are just made up of a huge number of carbon atoms attached to each other. See http://upload.wikimedia.org/wikipedia/commons/f/f9/Diamond_and_graphite.jpg for pictures of how the atoms bond to each other.
Many macromolecules are simple polymers like polyethylene. These are a little more complicated than diamond, but they're still kind of simple. A polymer is made up of repeating subunits. See http://www.pslc.ws/macrog/images/pe02.gif for a polyethylene molecule. These polymers are used in fabrics and plastics.
Some other macromolecules aren't polymers or repeated atoms. Macromolecules in soil called humic acids can just be large, intricate jumbles without any repeating pattern. See http://www.acadiau.ca/~jmurimbo/HA.gif for an example. Every unlabeled intersection point is a carbon atom, and there are a huge number of hydrogen atoms that aren't shown at all.
When biologists talk or write about macromolecules, they usually mean complicated polymers that play a role in living things. The four broad classes are proteins, lipids (including fats), polysaccharides (including starches), and nucleic acids (including DNA). Some parts of different types of biological molecules can also combine with each other to create lipopolysaccharides, glycosaminoglycans, and mucins which are a component of mucus.
Many biologists think proteins are the most interesting macromolecules because they play a huge number of different roles in living things. Some proteins move and spin and assemble with other proteins to create machines or entire factories to alter molecules or create more macromolecules. There's a good animation at http://www.mrc-mbu.cam.ac.uk/node/448 of a group of proteins (about a dozen macromolecules) all cooperating with each other to form a crucial enzyme called ATP synthase. A zoomed in animation of the most important part of this enzyme is at http://www.mrc-mbu.cam.ac.uk/node/449 . Proteins are manufactured by a group of proteins and nucleic acids assembled into a complex called a ribosome. There's a good animation of a ribosome at http://www.dnalc.org/resources/3d/15-translation-basic.html . Molecular biology is all about intricate macromolecules doing intricate things.