A query is a question about data in database. It results a set of data from database that can be used as a source of records for reports and forms.

Entering and viewing data directly on the database table is not always convenient. So, a form is created to facilitate easy entering data and created that retrieve records from a single table or from multiple tables.

A report is an object in MS-Access that is used to view and print data. Though a Report is similar to a form; its specialty lies in special features like help to summarize data.

Forms are primarily used to edit overview data whereas reports are used primarily to print or view data.
In a form your usually navigate from one record to another, whereas in reports summarized data are possible to present.

A macro is an object in MS-Access that is used to execute one or more database commands automatically. Macros are useful in tasks such as printing month-end reports, adding new record to a table, printing letters to customers periodically.