In Windows 7|8|10 C:\Users%username%\AppData\Roaming\Notepad++\shortcuts.xml

Code:

<NotepadPlus>
    <InternalCommands />
    <Macros>
        <Macro name="Trim Trailing and save" Ctrl="no" Alt="yes" Shift="yes" Key="83">
            <Action type="2" message="0" wParam="42024" lParam="0" sParam="" />
            <Action type="2" message="0" wParam="41006" lParam="0" sParam="" />
        </Macro>
        <Macro name="abc" Ctrl="no" Alt="no" Shift="no" Key="0">
            <Action type="1" message="2170" wParam="0" lParam="0" sParam="a" />
            <Action type="1" message="2170" wParam="0" lParam="0" sParam="b" />
            <Action type="1" message="2170" wParam="0" lParam="0" sParam="c" />
        </Macro>
    </Macros>
    <UserDefinedCommands>....

I hope this code will be useful to you.
Thank you.

sParam, wParam or lParam

In case I didn’t make a couple of things clear enough:

1. As the Config Files Details: Macros sectinon says, sParam is just used for Macros; really, the value in sParam is passed to the second (lParam) slot in the actual SendMessage that is run behind the scenes. So sParam is just used for any Notepad++ type=3 message (search/replace syntax) or Scintilla type=1 message that uses a string for the second SendMessage variable.
2. In the Scintilla.iface that you linked, the StartStyling=2032(position start, int unused) examples show the CamelCase version of the SCI_ Message name, followed by the message ID, and the wParam and lParam variables; any of the variables that it leaves blank are meant to indicate that the particular slot is not used, so should be set to 0: thus, blah=###(x,) means you set lParam to 0 for the SCI_BLAH message.

I was expecting the information to be at “Task automation with macros”, or at the very least have a link to information on how to edit macros.

You mean like the last sentence on that page, where it says:

Finding this document, it seems some messages return values, can Notepad++ use them?

It cannot use messages that return values in Macros.

In other words, can you make conditional macros?

Nope. There are no variables, loops, or conditionals in Macros. Macros are purely linear.

For anything more complicated than simple linear macros, you need to either write a plugin; or use one of the many scripting plugins, including PythonScript, NppExec, LuaScript, “jN Notepad++ Plugin” (javascript scripting); or use an external remote-control library, like my “PerlScript”

How do I know whether sParam, wParam or lParam is used for which argument, or is there another way of using them?

For Scintilla messages, you look at the Scintilla.iface you already linked, or the Scintilla documentation. For Notepad++ messages, you look at the Notepad++ Plugin Communication doc.

I was unable to find any documentation on editing macros.

Where did you look? The official docs at npp-user-manual.org gave a section on the macros in shortcuts.xml, which explains each of those attributes and where to find values