To record a macro, Affinity's equivalent to Adobe's preset, Click View > Studio > Macro. From there click record. Anything you do from this point will be recorded until the stop recording button is clicked.
Click layers > New Live Filter Layer > Vignette Filter. Use the sliders to get the required effect you want. Return to the Macro function and click stop recording. Click the add to libraries button where you will be prompted to give your macro a name. Do so and your macro will appear in the Library.