No. You don't use macros in ascx transformations as a best practice. See macros are extensions of actual code behind. I make it a practice whenever I make a macro to make the method/function being called in the macro publicly available so it can be used in transformations and other places. In the case of Kentico created macro methods, almost every one of them are available by using the full namespaced name.
In your case you can use something like this:
<a href='/Workgroups/<%# CMS.Community.CommunityContext.CurrentGroup.GroupName %>/<%# Eval("LinkTo") %>'><%# Eval("MenuItemName") %></a>