You have asked multiple questions. I shall answer only the first one.
The purpose of the bleeding solider is to give a picture of Macbeth, the warrior and battle commander to the audience even before we actually meet him. We have just heard his name from the three witches.
He gives us two important pieces of information. We know that he tried to help Malcolm and secondly that "brave Macbeth" successfully defeat MacDonald but it was a fierce battle.
For brave Macbeth--well he deserves that name!--
Disdaining fortune, with his brandished steel
Which smoked with bloody execution,
Like valour's minion
Carved out his passage til he faced the slave,
Which ne'er shook hands nor bade farewell to him
Till he unseamed him from the nave to the chops.
And fixed his head upon our battlements.
This is a fairly graphic description of Macbeth in battle. He is fearless and relentless. He "unseamed" Macdonald. Enough said.
Shakespeare has thus planted the seed.