|I have never heard of any malware changing a MAC address.|
The normal situation, as Richard59 said, is:
" A network card has a mac address. A router has a different mac address but it is common for a router to be able to clone/imitate the mac address of a PC connected to it. Such a function is useful when connecting to a cable internet connection where the ISP checks the MAC address of the connected computer.
In the case of the actual network card in your PC, to my knowledge the MAC address is hardwired and you could only change it by installing a different NIC."
You could use some software method to change a networking adapter's MAC address, which I was not aware of before, e.g. referred to in response 2, but that's not necessary if you connect to the internet through a router.
"Such a function is useful when connecting to a cable internet connection where the ISP checks the MAC address of the connected computer."
I have an ADSL connection. My ISP allows up to two different MAC addresses to be registered for my connection. The first time I set up the ISP's software, one MAC address is registered automatically. If I want to add another MAC address, or change one, I can do that by going to a specific web site specified by the ISP, which works regardless of whether I can connect to the internet otherwise, as long as ADSL is enabled on my phone line (there has to be an ADSL device hooked up at the telephone exchange).
If I have two computers connected via a networking hub to the internet, the ISP can see both MAC addresses of the two networking adapters, and both must be registered - if I connect more than two networking adapters to the hub, only two at a time can have a registered MAC address and a working internet connection.
I believe the same applies to a networking switch box (that is not also a router).
Connecting via a router is different.
If I have a router between (a) networking adapter(s) and the internet connection, in my case via a separate ADSL modem, my ISP can only see the one MAC address the router allows it to see - that's either the router's own MAC address, or a MAC address of a networking adapter connected to the router that has already been registered can be "cloned" by accessing the router's configuration from the computer that has the networking adapter with the MAC address I want to clone, or you can often enter the already registered MAC address manually in the router's configuration.
In my case, I have fiddled with several routers, and they are all set to the same address as the networking card I originally connected to the internet with.
I can connect whatever computer's networking adapter I want to the router, as many as the number of ports allows, or I can connect more ports via hubs to the router, as long as the MAC address the ISP sees that the router gives it is one of the allowed registered ones. Similarly, if I change a networking adapter on a computer, that doesn't cause a problem despite the MAC address being different from the registered MAC address, as long as it connects to the internet through the router.
If you don't presently have a router, they are relatively cheap these days.
Where I am, if one uses a cable modem for the biggest ISP, it has a MAC address, but it also broadcasts a serial number - in that case you have to register the serial number. You can connect whatever networking adapter or hub or switch or router to the modem and not have to be concerned with the MAC addresses of the devices you connect at all.