There are a number of ways of doing macrophotography. You have the choice of:
1) Dedicated macro lens. Macro lenses are optimized to have maximum sharpness and flatness of field (i.e. the plane of sharp focus is really a flat plane, rather than curved) at close distances, and probably gives you the best image quality. They also cost the most. Most macro lenses these days can give you 1x magnification (i.e. the image on the sensor will be the same size as the object), although some can only do 0.5x (or 1:2, as it is usually called).
If you are still using an Olympus E-system SLR, you have a somewhat limited selection of macro lenses. Olympus makes several. I don't know anything about these lenses, but Olympus generally makes excellent lenses, and almost all macro lenses are good these days, so I suspect they are quite good. There are also two or three Sigma macros in the four-thirds mount; these lenses in other mounts have an excellent reputation.
Note that, if you choose a macro lens, the big choice will be the focal length. Since they all generally yield the same magnification, the choice won't affect the image size you get. What a longer focal length buys you is greater working distance, that is, distance between the front of the lens and the object -- at the cost of greater size and cost.
2) Supplementary lens. Mounted like a filter, these are often (incorrectly) called "diopters". Cheap ones can give poor results, but the good ones (with two lens elements) can be very good. Probably not quite as good as a dedicated macro lens, but close, and a lot cheaper; typically they don't give you as much magnification, but I don't recall the details. They are also a lot lighter and easier to bring along than a macro lens. Since they mount on the filter threads, they are interchangeable between brands -- you just have to get the right size to fit your filter threads (possibly with a step-up or step-down ring). The standard high-quality choice is the Canon D series (e.g. the 500D).
3) Extension tubes. These are tubes with no optical elements that go between the lens and the camera. They increase the image magnification at the cost of loss of light; the magnification is larger for wider-angle lenses. You can get different sizes for different magnifications. Image quality can be quite good, although I think it depends on the lens you're using. They are kind of inflexible, though, and a bit of a pain to use, but a lot cheaper than a macro lens. They can also be used with macro lenses for greater magnification.
4) Bellows. Bellows are like extension tubes, but continuously variable. I don't know if there are any available for the four-thirds mount.
5) Lens reversing ring. This permits you to mount your lens backwards on your camera. With some lenses this can give very good images, with high magnification, but it may not work well with all lenses. It's kind of an odd solution, and not something you see very often.
6) Coupling rings. These let you mount one lens backwards in front of another lens. A smaller focal length mounted on a larger one gives you magnification. Again, this works best for some lens combinations.
As the photo store person said, options (1) and (2) are the most common, and easiest, ways to proceed.
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