Filling the remaining space in the cell is material, mostly made of water, called cytoplasm, and all of the cell's organelles float within it. However, this doesn't explain how cells are able to move or how cells are able to move or how they are able to keep their unique shapes. This is the job of the cytoskeleton, which put simply is the "framework" that helps the cell keep it's shape, like the metal beams inside a skyscraper.
The cytoskeleton is made of microtubules and microfilaments. Microtubules are tiny, hollow tubes that are made out of proteins and help support the cell and move organelles within the cell. Microfilaments, another part of the cytoskeleton, are made out of 2 chains of protein wound around each other. They hold the organelles in place, and are very important in the movement of macrophages. Microfilaments can unwind and then reassemble very easily, which means that the cell will be able to change shape very fast. When a macrophage attacks an antigen (another cell, bacteria, virus, etc), it forms cytoplasmic extentions, which are like arms that can reach out and grab prey. Macrophages use these extensions not only for attacking other cells, but for moving through tissues in your body. They use the cytoplasmic extensions as "feet" to crawl from one place to another.