How are non-glucose biological macromolecules (lipids, proteins, glycogen) broken down for energy and where the intermediates enter the cellular respiration process?
You mentioned 3 major types of macromolecules used to provide energy for the body. Each of these is broken down by a separate process, but the all end up entering the respiration pathway through glycolysis or the TCA (Citric Acid/Kreb's) Cycle.
Let's start by talking about glycogen. Glycogen is created by combining many glucose molecules together. When you oxidize glycogen, you actually simply take apart the molecule by removing and phosphorylating each glucose residue as they come off (with some exceptions, but we won't get into that!). These phosporylated glucose molecules actually have the phosphate on the incorrect carbon, but that phosphate is shifted to the correct one (to carbon 6) by an enzyme. Now, the glucose-6-phosphate can enter the glycolysis pathway at the second step. A notable exception to this, though, is in the liver, where, instead of shifting the phosphate onto carbon 6, the phosphate is removed and the glucose is released into the blood. This glucose molecule then enters the pathway at the first step in whatever tissue takes it up.
Fatty acid (beta) oxidation is a little more complicated. As the fatty acid is oxidized, it makes two products, acetyl-CoA, FADH2, and NADH. These molecules enter the respiratory process at different points, and actually produce more energy by mass than glucose oxidation! Each acetyl-CoA goes into the TCA cycle to produce more NADH and FADH2 (and a GTP which becomes an ATP, but that's almost negligible!). The NADH and FADH2 from beta oxidation and TCA cycle both go into the electron transport chain, producing loads of ATP.
Finally the metabolism of protein is the most complicated, by far! Proteins actually are metabolized in different ways, depending on where they enter the TCA cycle. All proteins start by losing their amine groups to the liver in the urea cycle. The carbon skeletons then go on to either become a TCA cycle intermediate to be oxidized, or they are transformed to glucose (gluconeogenesis) or fat (fatty-acid synthesis) to be transported elsewhere in the body to be oxidized in glycolysis or beta oxidation.
These, believe it or not, leave out TONS of details, but I hope that helps as a starting point! Keep in mind, all the info that goes into these fills books easily, so don't sweat leaving some things out!