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Multigroup constants are the foundation of neutron and photon transport problems, and the accuracy of multigroup cross-sections has a significant impact on shielding calculation. Challenges have arisen in generating accurate multigroup macroscopic cross-sections for some problems using the widely used cross-section processing code TRANSX 2.15. We developed the multigroup neutron-photon macroscopic cross-section processing module in the shielding transport code ARES. The module is capable of handling the neutron-photon coupled master libraries in MATXS format and providing the problem-dependent multigroup macroscopic cross-sections tailored to each specific shielding physics problem. The self-designed problems with a single nuclide, as well as the iron and OKTAVIAN experiments, are used to verify and analyze the accuracy of neutron and photon macroscopic cross-sections. Results indicate that the macroscopic cross-sections, neutron flux and neutron-photon leakage spectrum obtained by the MGMXS module are consistent with corresponding reference values. As for the JANUS Phase I fixed source shielding benchmark, the relative differences in the reaction rate between the calculation results and experimental data are within 20%. The module provides better problem-dependent multigroup macroscopic cross-sections for neutron and photon shielding calculations that satisfy the accuracy requirements of engineering applications. [ABSTRACT FROM AUTHOR]