C# Macro definitions in Preprocessor

No, C# does not support preprocessor macros like C. Visual Studio on the other hand has snippets. Visual Studio's snippets are a feature of the IDE and are expanded in the editor rather than replaced in the code on compilation by a preprocessor.

Luckily, C# has no C/C++-style preprocessor - only conditional compilation and pragmas (and possibly something else I cannot recall) are supported. Unfortunatelly, C# has no metaprogramming capabilities (this may actually relate to your question to some extent).

Turn the C Macro into a C# static method in a class.

I would suggest you to write extension, something like below.

public static class WriteToConsoleExtension
{
   // Extension to all types
   public static void WriteToConsole(this object instance, 
                                     string format, 
                                     params object[] data)
   {
       Console.WriteLine(format, data);
   }
}

class Program
{
    static void Main(string[] args)
    {
        Program p = new Program();
        // Usage of extension
        p.WriteToConsole("Test {0}, {1}", DateTime.Now, 1);
    }
}

Hope this helps (and not too late :) )

Use lambdas

void print(string x) => Trace.WriteLine(x);
void println(string x) => Console.WriteLine(x);
void start(string x) => Process.Start(x);

void done() => Trace.WriteLine("Done");
void hey() => Console.WriteLine("hey");

Since C# 7.0 supports using static directive and Local functions you don't need preprocessor macros for most cases.