Lennox tells him that Macduff has fled to England.
In Act IV Scene 1 Macbeth, having just heard that Macduff has escaped to England says, "The castle of Macduff I will surprise; seize upon Fife; give to the edge o' the sword his wife, his babes, and all unfortunate souls that trace him in his line." In the next scene we see this happening. Of course Macbeth himself is not there personally; it is his hired murderers who kill everyone in Macduff's family. Fife is the town where Macduff's castle is, since he is Thane of Fife.
When Macbeth refers to Macduff he is talking about a man who holds the title Thane of Fife.
Macduff, the Thane of Fife, kills Macbeth.
Fife
Professional hitmen. Although with the murderers he hires to kill Banquo, he goes through the rigmarole of rehearsing their grievances against Banquo, arguably this is a sham to make Macbeth feel less like the kind of scum that hires professional hitmen to kill his friend. By the time he hires murderers to kill Macduff's family, there is no more pretence.
He must watch out for Macduff
=Macduff The Thane of Fife=
Malcolm (Duncan's son) did not kill Macbeth, it was Macduff (Thane of Fife).
The murderers killed Macduff's family by stabbing them to death. In Act 4 Scene 2, Macbeth [c. 1014-August 15, 1057] decided that Macduff needed to be eliminated. But he learned that Macduff already had left Scotland for England. So he decided to carry out his murderous plan against Macduff's entire family and household. The Fife Castle massacre left nothing living and breathing alive.
dunsinane castle
The first apparition warned Macbeth, 'Macbeth, Macbeth, Macbeth: beware Macduff, Beware the Thane of Fife. Dismiss me. Enough'
He goes home to Fife.