It appears that Cawdor was taken prisoner, for the king says, in the
same scene,

--Go, pronounce his death;
And with his former title greet Macbeth.

Yet though Cawdor was thus taken by Macbeth, in arms against his king,
when Macbeth is saluted, in the fourth scene, _Thane of Cawdor_, by the
Weird Sisters, he asks,

But how, of Cawdor? the Thane of Cawdor lives.
A prosp'rous gentleman;--

And in the next line considers the promises, that he should be Cawdor
and King, as equally unlikely to be accomplished. How can Macbeth be
ignorant of the state of the Thane of Cawdor, whom he has just defeated
and taken prisoner, or call him a _prosperous gentleman_ who has
forfeited his title and life by open rebellion? Or why should he wonder
that the title of the rebel whom he has overthrown should be conferred
upon him? He cannot be supposed to dissemble his knowledge of the
condition of Cawdor, because he inquires with all the ardour of
curiosity, and the vehemence of sudden astonishment; and because nobody
is present but Banquo, who had an equal part in the battle, and was
equally acquainted with Cawdor's treason. However, in the next scene,
his ignorance still continues; and when Rosse and Angus present him from
the king with his new title, he cries out,

--The Thane of Cawdor lives;
Why do you dress me in his borrow'd robes?