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Why does Malcolm order his soldiers to cut boughs from Birnam Wood and how does Macbeth interpret this action?

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In Act 5, scene 4, Malcolm instructs the invading troops:

Let every soldier hew him down a bough
And bear't before him: thereby shall we shadow
The numbers of our host and make discovery
Err in report of us.

The soldiers are to each carry a branch in front of them so that they may seem greater in number than Macbeth's army and therefore camouflage their true total. They would then, thus disguised, march up Dunsinane hill towards Macbeth's castle and lay siege to his fortress.

If the audience should see this, it would appear that Malcolm's numbers are indeed greater than they are, or rather, one would not be able to ascertain exactly how many troops there actually are, since their numbers would be hidden by the branches. Furthermore, the audience would realize that Macbeth had been misled and that the witches' prediction had been, in fact a play on words - they had used double meaning to deceive Macbeth, who had foolishly and emphatically believed them.  

Earlier in the play, when Macbeth had visited the witches to ensur that his position was safe, they had called up an apparition who made the following prediction:

Be lion-mettled, proud; and take no care
Who chafes, who frets, or where conspirers are:
Macbeth shall never vanquish'd be until
Great Birnam wood to high Dunsinane hill
Shall come against him.

Macbeth was obviously pleased with this prediction for he believed that he was invincible and he says:

That will never be
Who can impress the forest, bid the tree
Unfix his earth-bound root? Sweet bodements! good!
Rebellion's head, rise never till the wood
Of Birnam rise, and our high-placed Macbeth
Shall live the lease of nature,

Macbeth believes that he will live a full and natural life and will die of natural causes. He interprets the prediction in a literal sense. Later, he expresses his confidence in this prediction by sayinG

I will not be afraid of death and bane,
Till Birnam forest come to Dunsinane.

When he is later informed that the 'trees' are marching towards his castle, he is in disbelief. A messenger tells him that he saw the wood mocing toward Dunsinane and Macbeth calls him a liar. The messenger is insistent though and Macbeth now recognizes the duality of the witches' predictions. He says:

I pull in resolution, and begin
To doubt the equivocation of the fiend
That lies like truth 

Macbeth states that he is now losing his resolve and expresses doubt about the witches' equivocal message. They have told lies which seemed like the truth. Macbeth is in despair and knows that he has been fooled.

Finally, he expresses his disillusion and weariness about his situation by saying the following:

I gin to be aweary of the sun,
And wish the estate o' the world were now undone.

He wishes for it all to end.

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To add to tthakar's response, the audience knows that the witches plan is to use Macbeth's arrogance and overconfidence as a means to destroy him. Up until this point, however, we don't know how.

When Malcolm tells the soldiers to each cut off a branch of a tree to hide behind so that they can make Macbeth continue to be overconfident, we (the audience) understand it is the fulfillment of the witches plan, and we also understand that the witches speak true, albeit the riddling kind.

Because the audience is privy to the witches intention, we know that Macbeth is going to be trapped by his false awareness of the situation. Because we have also heard their prophesy, we know that Birnam Wood is literally about to come to Dunsinane Hill (or at least pieces of it)

The audience understands that this means the beginning of the end for Macbeth.We now expect all of their other prophesies to come true, and it leaves us wondering what kind of monster (not born of a woman) is going to kill the tyrant.

As does Macbeth.

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