In Act 3.6 of Shakespeare's Macbeth, when Lennox and the Lord talk, we learn that Malcolm is in England attempting to secure help to overthrow Macbeth, and Macduff has joined him. They hope to convince lords from Northern England to take an interest in what is occurring north of the English border.
The scene is important more for what it reveals about others than what it reveals about Malcolm and Macduff: it reveals that others in Scotland are unhappy with Macbeth's rule, and that others strongly suspect Macbeth of treachery. The Lord and Lennox speak ironically, indicating that they do not believe the coincidences that have supposedly led to so many deaths. The indication is that they believe Macbeth is to blame.
But, concerning Macduff, particularly, this scene reveals the fruition of Macduff's suspicions. He first reveals that he suspects Macbeth when he is the one to question Macbeth's killing of the two grooms--the only possible witnesses to Duncan's assassination. Then Macduff does not attend Macbeth's coronation. He is also notably absent from Macbeth's castle.
Macduff has, then, by the time of this conversation between the Lord and Lennox, acted on his suspicions and, apparently, decided his suspicions are accurate.
If you are talking about Act III, Scene 6 (and I think you must be) it's such a short scene that we really do not learn very much about their personalities or anything.
All we really learn is that Malcolm has gone to live at the court of the King of England. The king is treating him with great respect. Macduff, we learn, has gone down to England to ask King Edward of England for help against Macbeth. He, Macduff, has refused to return to Scotland when Macbeth ordered him to come back. Macduff does not trust Macbeth.