A family of Microsoft word processing software products for creating web, email, and print documents.
For a single user on a single computer, storing macros in the Normal.dotm template is recommended by Microsoft and is the default location suggested by the macro recorder.
However, they can be stored in any template or any document (as long as it's saved as a macro-enabled file, either .dotm or .docm). If they're in a template that's saved in the specific folder %appdata%\Microsoft\Word\Startup (which is in the user's profile), that becomes a "global template" or "add-in", which is also automatically loaded whenever Word starts.
Each user needs to have a personal Normal.dotm file; Word doesn't support sharing the Normal template among multiple users. If you have a Normal.dotm on the server, that bears no relationship to the Normal.dotm on each user's computer. Further, don't be tempted to copy the server's Normal.dotm template to each user -- that will wipe out each user's personal settings and preferences, which could spark a rebellion. ;-)
The preferable method is to use a network login script to copy one or more templates from the server to the user's Startup folder, as described in http://www.word.mvps.org/FAQs/MacrosVBA/DistributeMacros.htm.
Each template should have the shortcuts for its macros stored within the same template. (To do that, the original template must be opened as a document, so that the template's name is available in the Save In dropdown of the Keyboard Shortcuts dialog.)
Copying templates in this way has the additional advantage that, if you need to edit the macros or add new ones, the template on the server won't be locked by someone leaving their copy of Word running. After you've saved the changes, they'll be propagated to the users as each one logs into the server.