While there are limitations to using macros for complex data import and export, they can automate repetitive tasks in these processes. Here's a general approach:

1. Record a Macro for Basic Steps:

- Open the Developer tab (if not visible, go to File > Options > Customize Ribbon and check the Developer checkbox).
- Click "Record Macro" in the Code group.
- Give your macro a descriptive name and choose where to store it (personal macro workbook recommended).
- Click "OK" to start recording.

2. Automate Import:

- For simple formats (CSV, TXT): Use the "Text to Columns" wizard within the recorded macro. Specify the data format, delimiters, and destination range.
- For workbooks: Use the "Open" function with the filename path. You can dynamically reference the filename location in another cell using `=A1` (where A1 contains the path).

3. Automate Export:

- For simple formats: Use the "Save As" command with the desired file format (.csv, .txt) and destination path (similar to dynamic file path for import).
- For workbooks: Use the "Save" function or "Save As" with the filename path.

4. Additional Considerations:

- Error handling: Macros can stop if errors occur during import/export. Use try/catch blocks to handle potential issues.
- Formatting: Formatting might not transfer perfectly during import/export. You may need additional code to adjust formatting after the data is imported.
- Complex data sources: For databases or other complex connections, consider using VBA with libraries or ActiveX controls beyond basic macro functionality.

Here's a very basic example (assuming your data is in a .txt file named "data.txt" on your desktop):

```vba
Sub ImportData()

' Set up variables (modify as needed)
Dim filePath As String
filePath = "C:\Users\YourName\Desktop\data.txt" ' Replace with your actual path

' Open the macro recorder (remove this line after recording)
' Recorder Macro
' ... perform import steps using Text to Columns ...

' Import data using Text to Columns (replace with recorded steps)
Workbooks.Open TextFilename:=filePath, _
StartRow:=1, DataType:=xlDelimited, _
SpaceAsColumn:=False, TabAsColumn:=False, _
CommaAsSpace:=True, FieldInfo:=xlSkipEmptyCells, _
TraillingDelimiters:=xlNotAllowed

' Stop recording macro (remove this line after recording)
' Recorder Macro

End Sub
```

Remember: This is a simplified example. Macro development requires VBA knowledge and testing for your specific use case. Consider consulting online resources or seeking help from a VBA developer for more complex automation tasks.