The witches never tell Macbeth that he will have to murder Duncan in order to be king. But upon hearing their premonition that he will be king, this thought enters his mind. He is terrified at the idea, but he has the thought nonetheless:
My thought, whose murder yet is but fantastical,
Shakes so my single state of man that function
Is smothered in surmise. (I.iii.150-52)
Later in this scene, Macbeth even says that the may become king without doing anything at all. So, he does suppose that he won't have to murder.
In the next scene, Duncan alludes to the possibility that the Thane of Cumberland, Malcolm, has a chance to become the next king. In an aside, Macbeth sees this as an obstacle:
The Prince of Cumberland! That is a step
On which I must fall down, or else o'erleap
For in my way it lies. Stars, hide your fires,
Let not light see my black and deep desires: (I.iv.55-58)
Macbeth has these two thoughts before he converses with his wife. There is always a debate and discussion as to how much Lady Macbeth motivates Macbeth to murder Duncan. Some critics say she is the driving force behind Macbeth's transformation from loyal thane to murderous tyrant. But he has these murderous thoughts before he speaks to her about the witches.
Also, later in the play, it is his decision to murder Banquo and Fleance. He even refrains from telling her at the time. Lady Macbeth asks him what he is up to and he replies, "Be innocent of the knowledge, dearest chuck / Till thou applaud the deed." (III.ii.50-51) Lady Macbeth does motivate and encourage Macbeth throughout his downfall, but the initial thoughts are his. And when he becomes king, he has this additional idea of murdering Banquo and Fleance. Lady Macbeth has nothing to do with this decision. But Macbeth knows she will certainly "applaud the deed."