How does Shakespeare use characters to develop the story of Macbeth?
Let's consider Macbeth himself.
When Macbeth is first introduced to the reader, he is introduced as a brave, strong, and honorable man. It is post-battle, and he and Banquo are returning home. The audience learns of Macbeth's good characteristics by what the injured captain tells king Duncan.
Shortly after, the reader learns that Macbeth might not be as pure as the driven snow. The witches predict Macbeth's future and tell him he will be Thane of Cawdor and eventually king. Macbeth thinks that sounds great, but doesn't put much thought into it, because he doesn't understand how either could be remotely true. Then a messenger arrives and tells Macbeth that Duncan has made him Thane of Cawdor.
Shakespeare uses that important bit of news to really propel the story forward at this point. Up until now, the reader sees Macbeth as a good man of the crown. But as soon as Macbeth hears that he is the new Thane of Cawdor, he starts having asides that plot Duncan's murder.
"My thought, whose murder yet is but fantastical,
Shakes so my single state of man
That function is smothered in surmise,
And nothing is but what is not."