In this image you can see macrophages in action. They're the large cells containing brownish gold colored lipofuscin material. The slide is from an infected gland. The macrophages have come in to clean up debris and dead cells, a normal event in the sequence of inflammation and resolution. It just uses the blood as a transport mechanism to get where it has to go, then leaves the vascular system for the connective tissue space, where it differentiates into a macrophage.
Macrophages are vitally important components of the immune system's mechanism.
They give it the capacity to deal with particulate contaminants. The lung of mammals is an example of this. Millions of macrophages crawl about on the lung surface with an amoeboid motion, gobbling up bits of debris and bacteria that are inhaled, to keep the surface of the lung essentially sterile. Resident macrophages can also be found in the liver, the spleen, and the lamina propria of the digestive tract. When needed to deal with a specific problem, more macrophages can be produced.