Building blocks, like macros, are stored in templates; you could just copy
the relevant template files to users' machines (to the user templates folders
or to the startup folder, depending on how you want to use the macros). See
http://word.mvps.org/faqs/macrosvba/DistributeMacros.htm as well as
http://word.mvps.org/faqs/customization/WhatTemplatesStore.htm.

The files used to create themes are stored in the Document Themes folder in
the user profile. Again, these can be copied to individual users' machines,
for example via a login script.