They are called conditions or conditionals. It's the mechanism that allows a certain restricted form of "if condition A then do X else if condition B do Y else Z" kind of things. Pre 2.0 one could use the scripting engine's expressions and write if then else statements directly in a macro. However that allowed automatisation of certain behavior (target selection, spell selection) on a level that Blizzard did not want and lead to these conditionals which basically allow the same thing but in a more limited scope.
You can get a good overview of this topic at
Making a macro - WoWWiki - Your guide to the World of Warcraft. Note however that not everything written there is necessarily still current and true.