Castle Moray is the ancestral home of Clan Moray, including Findlaech and Macbeth.
In 1020, Gillecomgain the Hunter fought and murdered Findlaech on the castle grounds. He then nearly killed Macbeth before getting distracted by Demona. ("City of Stone Part One")
From 1040 to 1057, Demona's Clan would often rest at Castle Moray, though never the whole clan at the same time. 
It was sacked and presumably destroyed by Canmore and his English followers in 1057.