At the most obvious level, the civil war establishes the context in that the whole play emerges out of war (therefore, this hints that there will be more war to come). At a more interesting level, the opening civil war nicely dovetails with the civil war that Macbeth's murder of Duncan ultimately sparks.

The parallels between the two are interesting: Duncan is a good king who inspires trust, yet he is twice the victim of traitors (first, the Thane of Cawdor, then Macbeth, the new Thane of Cardor). When Macbeth falls victim, it is not due to a traitor, but is a direct result of his own actions.

The war also sets up the differences in the two Kings' styles--Duncan goes to war to maintain order; Macbeth, to disrupt it. Were it not for the forces of darkness, Duncan would have ruled his country with an even hand. Not so, Macbeth. He rules as a tyrant because he began unlawfully. Even though he is the king, he is like the opposing army because his rule batters at Scotland's peace.

By starting the play with the civil war, Shakespeare alerts the audience that what follows will be a battle between two opposing sides, the rightful heirs (good) and the pretenders (evil). The audience knows to expect strife, bloodshed and bravery. We also learn that there may be some problems with trust, with determing who or what is trustworthy. This theme is established early, through Duncan's innocent trust of both Macbeth and Cawdor, and continues later, in Macbeth.

The scene opens with a bloody Captain brought to King Duncan & Malcolm.  The King wants to know the if the bloodied man can "report...the revolt of the newest state."  This Captain had also saved King Duncan's son, Malcolm, from captivity.

The Captain reports that things are vicious.  The mercenaries are "swarming" from the Western Isles (Hebrides and Ireland) Their numbers include "kerns" (armed Irish foot-soldiers) and "galloglasses" (axe-wielding horsemen).  (See the Captain's speech in lines 9-24 for further descriptions of the battle.)

The Captain describes how bravely Macbeth had fought against the insurgents:  "For brave Macbeth -- well he deserves that name! -- / Disdaining fortune, with his brandished steel / Carved out his passaged till he faced the slave /.../ and fixed his head upon our battlements"  (1.2.15-24)

It is also discovered that the Thane of Cowder had been defeated by Macbeth.   The King praises Macbeth, saying, "What he hath lost, Macbeth has won" (1.2.67).  He will bequeath the title "Thane of Cawdor" to Macbeth. 

The social context, then, is that of any civil war...blood, betrayal, losers, victors.  Later, when King Duncan announces that his son Malcolm is to be the Prince of Cumberland, the witches prophecies and Macbeth's success in warfare combine to steel Macbeth to plot the King's murder.