Context menu actions are recorded when macros are recorded. When macros are played back, the context menus are not displayed, but the menu actions are still performed.
The contents of the context menu can be saved to a file. To do this, you must be displaying the Advanced Macro menu. When recording a macro with the Advanced Macro menu displayed, a Dump Context Menu command will be added to the context menu. When you choose Dump Context Menu, a file dialog opens that allows you to save the contents of the context menu to a file.