\1, \2, and \3 are the macro's parameters. From the example, \1 is the 24-bit address to load from, \2 is the palette index to write to, and \3 is the number of palette entries to load. So, for example, if you had an array of 16 colors at the address $018000 and you wanted to use those as the first 16 palette entries, you would invoke the macro like this:
LoadPalette $018000, 0, 16 ; load palette entries 0-15 from $018000
which would expand to:
ldy #32 ; 2 bytes per color
Hope that makes sense.