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The witches are considered supernatural, but they are associated with things in nature. The first natural element is the weather. The thunder and lightning at the beginning of the play announce the witches' presence. The first lines also establish this association between the witches and the weather.
When shall we three meet again?
In thunder, lightning, or in rain? (I.i.1-2)
The witches are discussing where and when to meet. But witches were thought to be able to control the weather. The first witch might also be suggesting what type of weather they will meet in. Metaphorically speaking, as they are to meet Macbeth in "thunder, lightning, or in rain," the association of their meeting with storm elements suggests a foreboding potential.
That being said, the witches' real power in nature is indirect. When it comes to human actions, they don't predict the future so much as influence it. With Macbeth, they suggest possibilities to him and he carries them out. In these cases, the witches influence human nature, the mental aspects; but Macbeth is the one that physically carries out those suggestions.
Using mental manipulation, the witches indirectly affect physical nature. This is one reason why there's been a debate about whether the witches are real or hallucinations. In either case, the affect on Macbeth's mental state is the same.
In his first encounter with them, the witches appear to Macbeth; they offer visions to him. In Act 4, Scene 1, Macbeth is much more assertive and demands that the witches give him visions of the future. At this point, he's more actively participating in his own downfall. As Macbeth becomes more active in his downfall, the witches have less affect. Macbeth thinks the witches cause changes in nature, even though he carries out their suggestions. But, he does seem to infer that the witches affect nature and the human mind:
Infected be the air whereon they ride,
And damned all those that trust them. (IV.ii.154-55)
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