To help students become aware of literary techniques, it may be helpful to break up the performance, pausing before certain scenes to prime students.
For instance, you might pause before a scene that includes a flashback and tell students to look for a flashback in the scene. Then play the scene. Afterward the scene, stop again and discuss/identify the way that flashback breaks from one time context, etc.
I think that one of the fundamental elements of the staging of Miller's play is the idea of being able to use elements of theatre to fully grasp the internal workings of Willy's mind. The play was originally entitled, The Inside of His Head. Miller writes stage directions and constructs scenery and lighting to help bring out these internal flashbacks and the internal reflection that helps Willy try to make sense of the world and his place in it. This is an example of how to help students understand the literary technique of flashback and internal monologue to help develop Miller's characterization of Willy. I think that one has to foster this mentality within students. In the end, they are not really reading a play as much as trying to understand a person, a character, who is a complex being in an even more complex world. Literary techniques are tools that Miller uses in the hopes of bringing this out. There is a natural struggle in explaining why someone is angry, sad, or bitter. The answers are complex and there is little that is simple. The use of literary techniques such as flashback, internal monologue, or even Miller's use of stage directions are tools he uses to answer such complex questions. I think that being able to approach the text from this standpoint, that students need to fully understand the stage directions as both elements of drama as well as tools to help develop the characterization of Willy might help to create greater awareness in the student reading the play.