An important part of the macrophage is the phagosome. A phagosome is just another name for a vacuole, which is an organelle found in most cells that is used for storing food and other materials, in the case of the macrophage, it uses this to store other cells or antigens for digestion. The name phagosome, however, refers to the process by which it is formed, called phagocytosis.
Phagocytosis is the way that many cells obtain food. Amoebas are a very good example. White blood cells like the macrophage may also use phagocytosis. During phagocytosis, the cell wraps itself around it's prey. Once it has done this, the pocket of the cell membrane that the prey is trapped in will break off inside the cell and form a new vacuole, in this case also called a phagosome. To see phagocytosis in action, I have a link to a video clip on cellsalive.com, Click Here.