I use Finale script extensively & there is no way to record a macro as you would in a Microsoft application. It is a suggestion that has been made many times for the next Finale upgrade. You CAN verify if a Finale script statement works -- one statement at a time -- by using the dialog box. Follow the documentation & you will see that functionality.
Finale script can do a lot of things but is not yet developed to the point of being able to recreate everything you do manually. The documentation & scripts that are provided illustrate many of the most commonly needed shortcuts but I found that only by trial & error & other peoples' help was I able to get some of the results I desired. It is not an end-all plug-in yet but its developer, Robert Piéchaud, is well aware of the user community's needs & requests.
If you have a specific task you are trying to automate, post it on the forum. Someone may be able to help. In my case, I contacted Mr. Piéchaud personally & he was extremely helpful in resolving my issues. I can't volunteer his time but he may assist if he is able to.