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I think you mean imagery and not machinery, as, to my knowledge, there is no supernatural machinery in Macbeth (or anywhere else that I can think of offhand).
The role of supernatural imagery in Macbeth amounts to, for the most part, witches, a floating dagger, and a ghost. The Witches appear three separate times in the play; the dagger appears once, as it leads Macbeth to murder, and a ghost (Banquo's) appears once, as an unwelcome dinner party guest.
As to the role these apparitions play... I would call it psychological. They mess with the mind. The witches appear to tempt and mislead Macbeth; the dagger horrifies Macbeth with what he is about to do; and Banquo's ghost comes to frighten and amaze Macbeth and to intensify his guilt. All these influences are mental, and that's why they are psychological by nature.
Are they real or are they imagined? Or are they a little bit of both? Here's a clue from Act 1, scene 3 (Macbeth to the Witches and then with Banquo):
...Speak, I charge you.
The earth hath bubbles as the water has,
And these are of them. Whither are they vanish'd?
Into the air, and what seem'd corporal melted
As breath into the wind. Would they had stay'd!
Were such things here as we do speak about?
Or have we eaten on the insane root
That takes the reason prisoner?
A little bit of both, it seems.
The supernatural can be seen as supernatural if the audience/reader believes in supernatural (i.e., those who believed in witchcraft and the occult at the time). If the audience reader believes that witches, demons, Satan are loose on the earth, then the supernatural representations of them (the witches, the dagger, Banquo's ghost) in the play create an emotional response (namely fear and paranoia).
For those who now are skeptical of the occult, the supernatural can be expressed by modern Freudian psychology or other forms of literary criticism. This is an intellectual response, a kind of rationalization. That is, the dagger and the Ghost represent parts of Macbeth's subconscious, and the battles waged on stage are variations of the battle between the id and superego that Macbeth and Lady Macbeth fight subconsciously.
Still, I believe the supernatural is not as important as the unnatural (which seems the most plausible and therefore terrifying). Witches or imaginary daggers or ghosts do not scare me, but horses that eat each other somehow does. It is the toppling of the natural order (fair becoming foul, good becoming evil, an anti-christ becoming king) which terrifies the audience on a broader level, I think. I don't know what kind of level it is: maybe archetypal. It certainly reminds me of the post-apocalytpic world of Revelation.
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