Ok, problem solved.
This macro is to cycle through all the folder and add the coating to all the lens, and then save it from zmx to zar file. The article wrote by Andrew Locke is really helpful : https://my.zemax.com/en-US/Knowledge-Base/kb-article/?ka=KA-01469
MYLENS$=$LEFTSTRING(TEMPFILE$,TempCount-4)
Lensname$ = MYLENS$
Lensname1$ = Lensname$ + ".ZAR"
SAVEARCHIVE Lensname1$
$ sign should always should behind the string when we just want name a string, $ at front of string (string functions) are only used when we need get lens name, path name etc which all well defined in the zemax manual.
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