Usually, either you first “cd /path/with/your/macros” and then start “root” there and execute “.x fhghfhg.C” (or “.x ./fhghfhg.C”), or you start “root” elsewhere and then execute “.x /path/with/your/macros/fhghfhg.C”.
You can also create your own ${HOME}/.rootrc file (see the ${ROOTSYS}/etc/system.rootrc file) with just one line (then any macros in your “/path/with/your/macros” will automatically be seen, too):
Unix.*.Root.MacroPath: .:/path/with/your/macros:$(ROOTSYS)/macros