Macbeth does not know is thatMacduff was not, strictly speaking, born because he was delivered via C-section. It's sort of a technicality, but it makes the statement true: Macbeth can only be harmed by someone who was not "of woman born," and Macduff was not technically born but, rather, removed from his mother's body. So, this detail, once uncovered, explains how the apparition's statement can be true despite the fact that it seemed like it could not be true.

One might also consider these lines as an example of verbal irony. The apparition, conjured by the Weird Sisters who want to make Macbeth feel secure, words this statement so enigmatically that it appears to mean one thing (that Macbeth cannot be harmed by any man since all men are born of woman), but it actually means something else (that there are other ways in which a person can technically enter the world, as via C-section).

This is the second apparition, I believe, the first having told him to beware Macduff, thane of Fife. There are probably several literary terms we could say applies to this line: "For none of woman born shall harm Macbeth." 

The simplest explanation is that it's foreshadowing--a warning or indication of a future event. As this is literature--and in literature, we generally aren't told anything that isn't relevant to the plot--we know that the witches are tricking Macbeth, but we don't know exactly how it'll all come together yet. We just got the hint that it will be someone who was "not of woman born"--whatever that means. (Macbeth clearly doesn't think it's remotely possible, all the way to the very end when he is confronted with the horrifying details of Macduff's birth.)

This statement is an example of equivocation, meaning that it can be interpreted in two contradictory ways. Equivocation is an obsession in “Macbeth” as it was in England at the time; English courts were hashing out what it meant and whether it was different from outright lying. Catholics who feared persecution or who were plotting to overthrow the English government often used equivocation as a way of avoiding having to lie under questioning by answering in a way that would be technically true but also deliberately misleading. The witches tell Macbeth something true – he will not be harmed by anyone of woman born – and Macbeth assumes that he must therefore be invincible. But the prediction can be interpreted in another way, which Macbeth misses – a baby who is saved in utero after the death of the mother could plausibly be said to be “not of woman born” because the mother was not actually alive. An unusual circumstance, but anyone rescued as an infant in that way…could certainly harm Macbeth. Is there someone out there who fits that description? We’ll find out in Act 5.