Macroevolution is the study of evolutionary changes which involve the development of new species or new genera etc. Macroevolution usually happens over milllions of years and longer. Therefore macroevolution is hardly every possible to observe directly. It must be inferred from other evidence.
Rarely macroevolution can happen sufficiently fast so scientists can observe it. Macroevolution or microevolution has for example been observed in a type of earthworm which has adapted to living in heavily polluted soils, in this case the evolutionary changes appear sufficient to cause the emergence of a new species.  This is yet another case where evolution has been scientifically demonstrated over a relatively short period of time.