Thorfinn was Macbeth's cousin, and helped defeat Duncan during the Battle of Bothgoanan. Soon after Macbeth becomes High King of Scotland, Thorfinn was granted basic autonomy over Orkney. 
He was killed seventeen years later at Dunsinane, the same day Macbeth was declared dead by Canmore.
He was married to Ingibjorg. 
- Thorfinn at Wikipedia, the Free Encyclopedia