If you need a macro that is available for use with all documents, you should
create the macro in a template and save that template in the Word\Startup
folder.  You can determine the location of that folder under
Tools>Options>File Locations.

However, rather than creating a macro that inserts borders/headers/footers,
you should create a template that includes those features and save it in
your User Templates folder and then when you want a document that contains
those features, create a document from that template by selecting New from
the File menu and then select the template as the basis for the document
that you want to create.

Not really sure what you're asking. Macros normally go in templates, not
documents; and they don't need registering. Yes it's possible to write a
macro that inserts headers and footers, but it's usually simpler to
predefine them in a template -- then you don't need code at all. What are
you trying to do?