Since Tera Term 4.59, you can associate ".TTL" files with MACRO with installer.
To associate the file extension ".TTL" with MACRO, do the following steps.
Description of type: Tera Term macro files Associated extension: TTL
Action: Execute Application used to perform action: "C:\Program Files\teraterm\ttpmacro.exe" "%1" (If Tera Term Pro is installed in C:\Program Files\teraterm.)