Yes!
The default behaviour of the 16 Macros is to automatically map to the first 16 Widget controls so when you switch Scenes or drop in new plug-ins, the Macros automatically follow along.
These videos explain Widgets, Macros and External MIDI Control:
Macros can be controlled via MIDI. Simply visit the Controllers Tab in Settings and use the 'Learn MIDI' feature to assign each of your MIDI knobs and sliders to the Macros. If your controller only has 8 knobs, assign them to the first 8 Macros.
And that’s it! Your MIDI device will now automatically control the Widgets in the order they appear on-screen.
BTW, you can create your own custom Macro mappings that override the default auto-map behaviour but that's a topic for another article!