First, many of the best functions in Word cannot be recorded in a macro, but they can be written in a macro. Recorded lengthy macros are generally much more complex than needed. See How to Modify a Recorded Macro by Jay Freedman.


As Paul suggested, try stepping through the recorded macro that Paul provided.
Where Selection is used it generally means that text or an area was selected but it may just mean where the cursor is.


To record a macro, start recording, and create the table you want. Much of the work is done by applying a Table style, in this case "Grid Table 5 Dark - Accent 6."