VBA (Visual Basic for Applications) is the programming language used to create macros. A good knowledge of VBA can save time and make you a much more productive Excel user. VBA is a common programming language found in virtually all Microsoft Office applications. People will often learn VBA before progressing to other languages in due course.
The VBA Editor is a separate application which is designed to help you create and edit VBA procedures. It is made up of 3 main components: Properties Window, Project Explorer and the work area which is where you create VBA code on code modules and build user forms.
You could attend a Excel VBA course which will teach this and more in a lot more detail.