Macromolecule
A macromolecule is an assembly (generally by polymerisation) of a very large number of molecules giving a molecule with a high molecular weight.
The assembly of macromolecules gives a macromolecular chain.
Thermoplastics and thermosets are made up of macromolecular chains, the difference between the two families being in the nature of the bonding between the chains.
The bonding between the chains of a thermoplastic is weak (it can therefore change state with an increase in temperature), whereas for thermosets the bonding is strong and permanent.