I tried a simple macro, like this

$my_text = Read Selection
Find $my_text, a

without the "a" at the end it works as expected: The selected text is picked up and a Find Next is executed.
After reading the manual I expected that adding ", a" would do a Find All. Why does this not work?

Also I wonder where to find the sample macros indicted in the manual. When I opened Pro first, I found my original macro file from Express.

The Find statement takes two arguments. Each of these arguments needs to be something that yields a string value (a sequence of letters). The value of the variable $my_text is a string, specifically the selection you assigned it earlier. The letter a is however nothing that yields a value. What the macro language requires is that you tell it you want a string containing the letter a. You do this by enclosing it in quotation marks.

To review, the following are all valid macros: