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In Shakespeare's Macbeth, the witches serve as the catalyst for the plot. They ignite Macbeth's dormant ambition.
The witches, at the least, appear to be supernatural. They appear to know the future, though they don't appear to control it. When they give Macbeth a bit of truth in order to deceive him and lead him to ruin, as Banquo predicts, Macbeth takes the idea that he will be king, and turns that into he will be king now, as does his wife. The play reveals Macbeth as a loyal thane to Duncan, until the witches suggest the idea of his being king. Though slight evidence exists that Macbeth has thought of being king before, and of what his being king would mean (he'd have to kill Duncan to do it), all evidence suggests that that ambition would have stayed inactive, except for the witches.
Concerning plot, that is the central contribution of the witches. Of course, when Macbeth seeks them out in Act 4.1 they crystalize their contribution while elaborating on their original predictions, which leads to further acts of violence by Macbeth, such as the ordering of the deaths of Macduff's family.
The second meeting with the witches, by the way, also provides another chance for Shakespeare to gain favor with King James I, his patron. The parade of kings descended from Banquo would have included King James, since he was an actual descendant of Banquo.
In Macbeth, the witches serve as a catalyst for Macbeth's inner conflict. At the beginning of the play, the witches are an element of foreshadowing as they tell each other that they will reconvene after the war is over. In the next scene, Macbeth and Banquo return from battle, and in Scene 3 they meet the witches just as planned. Their prophecy plants a pit of turmoil within Macbeth as he grapples with the news and wonders how he will in fact become king. When Macbeth seeks out the witches later in the play, again they serve as elements of change as Macbeth takes their words and images as signs of safety due to the improbability of these events coming true. Further, the witches serve as elements of supernatural influence in the play which was widely believed by people during the time Shakespeare wrote his plays.
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