Most boundary tissue has its own devoted macrophages. Macrophages are called langerhans cells when they live in the skin. Macrophages also swim freely. One of their jobs is to clean up dead neutrophils - macropghages clean up pus, for example, as part of the healing process. The lymphocytes handle most of the bacterial and viral infections that we get.
Lymphocytes start in the bone marrow.
Those destined to become B cells develop in the marrow before entering the bloodstream. T cells start in the marrow but migrate through the bloodstream to the thymus and mature there. T cells and B cells are often found in the bloodstream but tend to concentrate in lymph tissue such as the lymph nodes, the thymus and the spleen. There is also quite a bit of lymph tissue in the digestive system. B cells and T cells have different functions.