Is there more than one programming "interface" available? I hear/see terms like Macro, BAISC, Cypress BASIC, etc., not sure what options are available.
All are basically the same thing. Mach3 uses Cypress Basic, which is nearly identical to Visual Basic Scripting.
Go the the Mach support website to get all the docs you need.
The Mach2 Customization guide covers the development of wizards.
There's a Mach3 programmer's reference as well.
For creating wizards, you'll need to use a screen designer. Either Screen 4, or Machscreen.
You can assign a script to a button in Mach3, using Operator > Edit Button Script, but you have to designate the button as a VB button in the screen designer to be able to do this.
You can also save your script and call it as an M code in your g-code by saving it as M*********.m1s, in your Mach3\macros\yourprofile\ folder.Only use M codes greater than 100, ie, M101, M650, ...
Msgbox "Hello World"
will get you a message box with your message.
Message "Hello World"
will put your message in Mach3's Status bar.