The "Lord" character is unnamed, and has only a few lines as he helps to narrate what is taking place in Scotland as a result of Macbeth's despotic rule. This takes place in the very brief Act 3, Scene 6.
Lennox is relating some of the fallout from Banquo's murder, such as the suspicion that Fleance was the one responsible. In general, however, he is lamenting the state that Scotland has fallen into. The Lord states that Macbeth has stolen the kingship from Duncan's son Malcolm, who lives in exile in England, and is treated very well by the English king. Now, the Lord adds, Macduff has gone to England to ask for military support from the English king, and presumably to recruit Malcolm as their leader and the rightful Scottish king. Macduff hopes to liberate the country from Macbeth's tyranny and restore things to the way they were under Duncan.
The Lord concludes that Macbeth knows of this, and is preparing for war. Macbeth also knows, or at least strongly suspects, that Macduff is now acting directly against him and cannot be trusted.