What the audience discovers about Macduff at the end of Act III is that he is in England with Malcolm planning to overthrow Macbeth.
Macduff realized that Macbeth was the one responsible for the deaths of king Duncan and Banquo, and believes he shouldn't be the Scottish king after the atrocities he's committed. He goes to England to seek help from the English king, and together they fight Macbeth.
