Macbeth utters these words in Act 1, Scene 7, and we can see that he is in doubt whether he should kill king Duncan. He says:

 But in these cases
 We still have judgment here; that we but teach
 Bloody instructions, which, being taught, return
 To plague the inventor...

Macbeth believes that if he resorts to murdering Duncan, there will be some earthly punishments waiting for him. Namely, if one commits some atrocity, one will inspire others to do the same. Killing Duncan may very well backfire on Macbeth once he becomes the king. Murdering someone powerful like Duncan may incite others to harbor similar ambitions for themselves which could motivate them to do the same to Macbeth once he becomes the powerful leader. This is why he says that "bloody instructions, which, being taught, return to plague the inventor."

Macbeth has every reason not to kill Duncan. First of all, he is Duncan's relative and most loyal subject, therefore Duncan always puts his trust in him. Second of all, Macbeth is his host, and he should do anything to protect Duncan, not murder him. In addition, Duncan is a very humble leader, so  killing him would be an immeasurable sin.

Nevertheless, he murders him in spite of his doubts, and that moment marks the beginning of Macbeth's downfall.

This comes from Macbeth's soliloquy in Act 1, sc7. He is still debating with himself about murdering King Duncan. He knows that terrible deeds often backfire.

Macbeth says this quote in Act one scene 7, talking about the murder of the King. What he is saying, is that in teaching someone to murder, they come back and murder you. A sort of bloody Justice. Macbeth is most likely refering to all of the battles that he has fought for the King, and all of the men he's killed for the King in the process, and now he's taking what he's learned and applying it to the King himself.