The Weird Sisters first show Macbeth an "armed head" that tells him, "Beware the Thane of Fife!" (4.1.82). This warning comes to fruition when Macduff, the Thane of Fife, plans to dethrone Macbeth with the help of Malcolm, Duncan's older son and heir. When Macduff hears that Macbeth has had his wife and children murdered, however, he vows revenge. Then, in act 5, scene 8, Macduff does kill and behead Macbeth. Thus, we understand why the apparition looked like a disembodied head: it presaged Macbeth's fate.
Next, the Weird Sisters show Macbeth a "bloody child" who tells him:
Laugh to scorn
The power of man, for none of woman born
Shall harm Macbeth. (4.1.90-92).
The appearance of this apparition gives us a clue as to how its words will come to fruition. A child born naturally is not particularly bloody; the mother has to be cut in order for there to be a significant amount of blood. Therefore, it makes sense when Macduff tells Macbeth that he was "from his mother's womb / Untimely ripped" (5.8.19-20). In other words, Macduff was born via C-section and did not have a natural "birth," so to speak. Macduff, then, was not "of woman born" (in a very technical way of speaking) and can, in fact, harm Macbeth.
The third apparition is a "child crowned, with a tree in his hand." It tells Macbeth that he will "never [be] vanquished [...] until / Great Birnam Wood to high Dunsinane Hill / Shall come against him" (4.1.105-107). This apparition's words come to fruition when, as a strategy to shield his army's numbers, Malcolm tells his troops, "Let every soldier hew him down a bough / And bear 't before him" (5.4.6-7). In this way, it looks as though Birnam Wood is actually moving toward Macbeth's castle.