Why is it called General Purpose Processor
"General purpose" means it is not designed for any specialized purpose.
Some examples of processors that are not General Purpose are:


Graphics Processing Units (GPUs) are highly parrallelized to run a large number of geometric solutions (transforms, triangle clipping, etc.) to create frame
buffers for video images very quickly. 
Floating-point Processing Units (FPUs) are highly specialized to
execute floating point math.  This is typically a subsystem of modern PC processors.
Digital Signal Processors (DSPs) have
specialized instructions and large accumulator registers to do very quick multiply and accumulate operations.
Embedded Processors contain integrated peripherals such
as USB controllers, Ethernet MACs, serial ports, etc. to reduce both power consumption
and the required space for electronics so every device we carry
around doesn't have to be the size of a PC motherboard.


To answer your second question, yes.  A PC's CPU is a General Purpose Processors since it is designed for general computing applications.

A macro processor is one of the functions of a preprocessor.  It is piece of software that replicates a string of text throughout the source code before the source code is compiled to aid in readability and source code maintenance.