A macrostate is specified by bulk variables such as energy, pressure, and volume, while a microstate specifies the complete microscopic configuration. Entropy measures the number of compatible microstates, often written as $S=k_B\ln\Omega$.

Different ensembles model different physical situations. The microcanonical ensemble describes isolated systems with fixed energy, the canonical ensemble describes systems in thermal contact with a heat bath, and the grand canonical ensemble allows exchange of particles as well as energy.

In the canonical ensemble, the partition function is $$Z=\sum_i e^{-\beta E_i}, \qquad \beta=1/(k_B T).$$ Once $Z$ is known, thermodynamic quantities can be derived by differentiation, making it a generating function for equilibrium physics.

The free energy is $F=-k_B T\ln Z$. From it one can obtain entropy, internal energy, and response functions. This makes equilibrium thermodynamics a compact macroscopic summary of microscopic probability.