In principle you can create a macro at runtime through the properties and
methods of the application's VBE object. In practice it's damned
difficult --

1. Most security set-ups completely block any programmatic modification of
the code environment (this is a major virus vulnerability).

2. Making changes to the VBA project resets the project -- that is, stops
any running code and clears all variables.

If you already have an add-in, why can't you set up the macro and the
toolbar in advance?

ATS was telling us:
ATS nous racontait que :

I am curious here..

Why have a macro that creates a macro?

The first macro has to be stored somewhere, no?

The macro you create would have to be stored somewhere - probably either in
normal.dot or in an add-in.

There are very good reasons why you should not attempt to touch normal.dot -
no least because you have no means of knowing what somebody else has already
done to it. That means you are best using an add-in.

If you have a single macro you want to use (or a limited set of macros) then
you are best creating the macros in the add-in, creating the matching
toolbar buttons, and then loading or unloading the add-in as required. If
necessary, you can refine things further by changing the Visible property of
individual buttons to show or hide them.

Using the VBE object hierarchy is an iffy prospect - it requires that the
user's PC is set up to trust access to the VB project object, and that is
not the default setting in the latest version of Word.

Take a step back from the immediate question, and describe your overall
project a bit. If we understand what you are trying to achieve, we may be
able to suggest an entirely different approach that will meet your
requirements much better.