To begin, identify words and phrases that have direct reference to dark supernatural meaning, for instance imp, ghoul, vampire. Also consider symbolism in locations. Perhaps the town where Heathcliff is found, with it's smoking chimney stacks, might symbolize a hellish connection. Also consider what clergymen or church goers might say or do--or refuse to do--particularly in reference to Heathcliff. Also look for references to ghosts, spirits, daemons and hauntings. And watch for other setting symbolism that might inspire frightening associations, like stark landscapes, barren trees, anything Halloweenish. The categories to look out for are settings, comments of characters about other characters or their actions, descriptions of characters, interactions between characters, looks main characters might give or comments they might make, symbolic descriptions that tend to be dark, eerie, unkempt, lonely, desolate. Also pick up on adjectives that have the above tendencies, like "desolate."
The setting of location Wuthering Heights in the novel sets the stage for a ghost story. The moors are desolate place with winds blowing harshly. There are a lot of mentions through the book of ghostly things.
For example Mr. Lockwood Heathcliff’s renter states:
“I thought I heard a voice calling. I reached out to close the shutter and something touched me, something cold and clinging like an icy hand. And then I saw her, a woman, but then my senses must have become disordered because the falling snow shaped itself into what looked like a phantom.”
In another scene the same man says;
"Oh no, I don't believe in ghosts."
He is given the reply:
"Maybe if I told you a story, you'd change your mind about the dead coming back."
I can not add much more than the others have already added except that the book is filled with statements which let the reader know that in many ways it is a ghost story and a love story.
Heathcliff's death after hearing Catherine call to him is indicative of the ghost story. Cathy's ghost has called him to her grave.