#define MY_PIN 6
Then if your sketch says:
digitalRead(MY_PIN);
the pre-processor will do:
digitalRead(6);
before the compiler does it's job.
Now if you have
#define MY_PIN 6
#define LIMIT 6
Then if your sketch says:
for (int i = 0 ; i < LIMIT ; i++) digitalRead(MY_PIN);
the pre-porcessor will do: :
for (int i = 0 ; i < 6 ; i++) digitalRead(6);
before the compiler does it's job.