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In Act 4, the three witches show Macbeth three apparitions. While the visions are true, they mislead Macbeth because he interprets them too literally. Also, his ambition is so all-consuming that he does not take time to think logically about the visions, blindly trusting the witches because he wants to believe what they prophesize. So they are able to mislead him only because he allows it.
The first apparition is a soldier's head that warns Macbeth that Macduff is coming back to Scotland to ruin him. The second apparition is a bloody child that informs Macbeth that no man born of a woman can hurt him. The third apparition is a child wearing a crown and holding a tree. It tells Macbeth that he cannot be vanquished until Birnam Woods comes to Dunsinane Castle. Macbeth naively believes that he does not have to fear Macduff if no one born of woman can hurt him so this takes care of the first two apparitions. He also believes it is impossible for an entire woods to move to his castle, so he dismisses the witches' prophecies and believes himself safe.
However, as we later learn, Macduff has been born by a C-section, so technically, he is not "born of woman" but "cut out of woman". Macduff ends up killing Macbeth in the end by cutting off his head, ironically. And the English army is so vast, it looks like a woods coming to the castle. You can read about these apparitions in Act 4 at the link below.
Macbeth returns to the witches and demands to have answers about his future. Earlier in the play, the witches came to him and addressed him as Thane of Cawdor and King. He took these things to be predictions for his future and killed King Duncan in order to be king.
Now, he wants answers from the witches, again. They show him three apparitions. The first tells him to beware Macduff; he should listen to this one. The second tells him that he will not be defeated until Birnum Wood moves to Dunsinane Hill. He determines that the woods cannot move, so he will not be defeated. The third apparation tells him that no one of woman born shall harm him. He decides that all people are born of a woman, so he will not be defeated. Macbeth takes the second and third apparitions too literally and repeats them constantly. He never talks about the first warning him to beware Macduff, except to point out that he was born of a woman.
The soldiers from England and Scotland do not want Macbeth to see how many of them are coming to attack. They are ordered by Malcolm to cut down tree branches and put them in front of their faces and bodies in order to disguise themselves. When they advance on Macbeth's castle, the woods appear to be moving. Thus, Birnam wood moves to Dunsinane.
When Macbeth is found by Macduff, he says he does not want to fight Macduff because Macbeth lives a charmed life and has done enough damage to Macduff's family. He says that no one of woman born will be able to harm him, so Macduff should just leave. Macduff responds that he was "from his mother's womb, untimely ripped"; he was born by c-section instead of the natural way. So he was not of woman born.
The witches do not mislead him with the first apparition; he was told to beware Macduff. He chooses to ignore that one because Macduff was born of a woman.
He also chooses to ignore the fourth and last one which shows Banquo's ghost leading a group of kings; this one further reinforces the first prediction by the witches for Banquo. Banquo would not be a king, but his children would be kings at some point in the future.
Macbeth really misled himself by deciding what to believe in all the information that he received by the witches.
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