A polysaccharide is a long chain sugar, formed by the polymerisation of many smaller sugar molecules (monomeric units which are the monosaccharides) They have a general formula of Cx(H2O)y where x is usually a large number between 200 and 2500. For example, starch, a long chain polymer of glucose.
Defined by wikipedia:
A macromolecule is a very large molecule commonly created by polymerization of smaller subunits (monomers). They are typically composed of thousands or more atoms. The most common macromolecules in biochemistry are biopolymers (nucleic acids, proteins, carbohydrates and polyphenols) and large non-polymeric molecules (such as lipids and macrocycles)
An example of a macromolecule is DNA, which has deoxyribose sugar, phosphate groups and many nitrogenous bases.
So, to sum up, polysaccharides are macromolecules, but macromolecules may not all be polysaccharaides