The simplest way is to use a MsgBox to ask if the user wants to continue on to the next location. You can click Yes (or type Y) to find next or No (or type N) to stop the macro. If you want to change the text, you type N to end the macro, make the desired change and then start the macro again.
Code:
Sub FindNextSquareBrackets()
Dim iResp As Integer, aRng As Range
Set aRng = ActiveDocument.Range(Selection.Range.Start, ActiveDocument.Range.End)
With aRng.Find
.ClearFormatting
.Replacement.ClearFormatting
.Text = "(\[)(*)(\])"
.Replacement.Text = ""
.Forward = True
.Wrap = wdFindContinue
.Format = False
.MatchCase = False
.MatchWholeWord = False
.MatchAllWordForms = False
.MatchSoundsLike = False
.MatchWildcards = True
Do While .Execute
aRng.Select
iResp = MsgBox("Goto Next?", vbYesNo, "Found one")
If iResp = vbNo Then Exit Sub
aRng.Collapse Direction:=wdCollapseEnd
aRng.End = ActiveDocument.Range.End
Loop
End With
End Sub