How do I create a menu of macros to run?

What is a menu of macros?  It's a list of macros you create that displays when you press your hot key.  For example, you can create a menu that lists various email signatures.  See below.

These are four macros that can each be run with a hot key.  But you can create a fifth macro that is a "Menu" macro and attach any macros to this menu and run them by clicking on the one you want to run.