Where has Macduff gone?
In Act 3, Scene 6, we learn from the Lord, while he is talking to Lennox, that Macduff has gone to England in order to find Malcolm and ask the English king for his help to overthrow Macbeth:
Is gone to pray the holy king, upon his aid
To wake Northumberland and warlike Siward:
That, by the help of these—with Him above
To ratify the work—we may again
Give to our tables meat, sleep to our nights,
Free from our feasts and banquets bloody knives...
In this scene, Lennox speaks about Macbeth's actions sarcastically, implying that Macbeth is the one who murdered both Duncan and Banquo.
By deciding not to attend the banquet held in Macbeth's honor, Macduff allows himself to be seen in public as a strong opponent of Macbeth's tyrannical rule. This angers Macbeth, and he later orders the execution of Macduff's entire family. However, as we continue to read, we learn from the play that Macduff is ready to exact revenge on Macbeth, and he manages to do it with the help of Malcolm and others. At the end of the play, order is restored again in Scotland, and good prevails over evil.
At the end of Act 3, we learn that Macduff has blantantly refused Macbeth's command to attend the banquet and has instead gone to England to find Malcolm who has asylum at the English court and to ask the English king for help in the form of Northumberland and the "warlike Siward." The Earl of Northumberland and his son Siward command the English forces, and Macduff needs their help to overthrow Macbeth. This news is delivered by the Lord to Lennox, after Lennox has recounted the various murders he believes that Macbeth is responsible for (Duncan, Banquo) and might be planning in the future (Fleance, Malcolm and Donalbain).