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The simplest answer to your question is that, if you are looking for confirmation in the play Macbeth, written by William Shakespeare, for any sort of sexual activity between Lord and Lady Macbeth, you are out of luck. Shakespeare provides absolutely no suggestion of even a kiss between them. I notice that you are a doctorate student, so I assume that you are interested in rigorous scrutiny of the text rather than conjecture.
A work of literature is always simply the words that exist on the page. Many authors are wonderful at ambiguity and suggestion of possible thoughts or actions not directly stated on the page, but you are much more likely to find this sort of device in a novel or short story than in a play. A play, of necessity, can't really present one character's "internal life." If it is said or spoken, it exists in the world of the play, out in the open, and not in a character's mind. This is doubly true for Shakespeare, who did not live and work in the world of Modern Drama with it's subtext and isolating "fourth wall."
The modern idea of "subtext" is a dramatic concept far removed from the dramatic conventions of Shakespeare's day. Characters in Shakespeare's plays, unless obviously deceiving another character, say what they mean and mean what they say. Shakespeare does make excellent use of the soliloquy, in which characters confide their secret intents or personal dilemmas to the audience. But this was also a "public" act for the character, since the audience was considered as much a part of the play as any actor. There was no sense of the "fourth wall" which renders an audience "invisible" to the actors on the stage.
Why go on and on about the differences between the world of theatre in Shakespeare's day and our own modern one? Simply because it is in the modern treatment of his plays, including Macbeth, that you will find additions that provide touches like the indication of "sexual relations" between Lord and Lady Macbeth.
Please remember that a script, even the superior scripts written by Shakespeare, are only part of the story. They are the words spoken by the characters. The action of the play is created but the theatre company (or film company) producing it. So, whether there is any sort of romantic or sexual interaction between Lord and Lady Macbeth is something that you will notice differs from production to production, not something set in the script by Shakespeare.
You could certainly pursue the question you ask as it relates to different productions of the play. Film versions that you could compare in this regard are the Macbeths of Orson Welles, Roman Polanski and Geoffrey Wright. Compare the way each of these filmmakers presents the sexual relationship between the main characters.
For more on performed versions of the play, please follow the links below.
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