How can i use API macrodefinition - example ZwCurrentThread or ZwCurrentProcess. Simply import like funktions does't work error "not found specified functions".

You can't, you have to do it "hard way". Them macros are defined in *.h files in VS. You can either define them using macro keyworrd or use API call which is called by needed macro. If you do not have the VS distribution, you can search for "define <macro_name>", and there's high probability that google will give you the correct definition, i.e.:
ZwCurrentThread is NtCurrentThread API call
ZwCurrentProcess is NtCurrentProcess API call