"0x40004000" is a hexidecimal integer. Presumablly the integer is a memory address from some CPU-specific documentation
"volatile unsigned long*" is a description of a type. Specifically the type it describes is a volatile pointer (volatile pointers disable certain optimisations that would be inappropriate for hardware access like this) to an unsigned long.
"(type)value" in C is a typecast.
So "(volatile unsigned long*)0x40004000" is taking 0x40004000 and typecasting it to a volatile unsigned long*.
The * near the beggining is telling the compiler to dereference the pointer. That is to access whatever is at the location pointed at by the pointer.
Finally the outer brackets are to make sure everything in the macro remains grouped together if it is used as part of a larger operation.
So putting it all together when we use your macro in an expresion we are telling the compiler to read/write memory address 0x40004000 as an unsigned long (most likely an unsigned 32-bit value)