In Shakespeare's, Macbeth, Lady Macbeth, when she is chastising Macbeth for what she sees as acting so stupidly and foolishly in front of their guests (and looking guilty, which she has repeatedly told him not to do), does refer to the bloody dagger Macbeth saw in his vision in Act 2.1, just before he assassinates Duncan:
O proper stuff! [Oh, nonsense!]
This is [like] the air-drawn dagger which you said
Led you to Duncan. Oh, these flaws and starts,
Impostors to true fear, would well become
A woman's story at a winter's fire,
Authorized [validated] by her grandam. Shame itself!
Why do you make such faces? When all's done,
You look but on a stool [not on a ghost]. (Act 3.4.62-69)
The reader does not see Macbeth tell her about the dagger, but there are at least two explanations for this. First and most likely, we can assume Macbeth tells her the night of the assassination or soon after. After killing Duncan, Macbeth is out of control, obsessing over his inability to say "Amen" when he overhears someone praying, worrying about the blood on his hands, regretting what he has done. It is not a stretch to assume he mentions the bloody dagger at some point to his wife.
Second, it's not really the kind of question that presents a problem in a work of art that is not realistic. Macbeth is not realism. If Lady Macbeth knows something and we don't know how she knows it, that isn't a problem.
Lady Macbeth tries to cover for her husband by lying and saying this is just an ailment he has had since childhood, then berates him as a coward. In the process, she compares the fit he is throwing now to his seeing the bloody dagger. We don't know when he tells her, but apparently he does, or, if not, this is an Elizabethan tragedy, not a modern work of realism.
In the play "Macbeth" by William Shakespeare, Lady Macbeth reacts with surprise when Macbeth lets her down by his disinhibition at the banquet - the author shows how as the Act and Macbeth's resolve unravels, as his mind begins to unravel too. She never would have invited the guests or put him through this acting if she thought he couldn't take it. She tries all her old tricks (emasculation, taunting, telling him to pull himself together) but nothing works any more - he is now out of her control - and maybe even his own. Macbeth says“Blood, they say: blood will have blood.” She sees that his paranoia will betray their guilt and quickly employs some damage limitation by telling the guests to leave. Macbeth no longer turns to her for advice and feels his only choice is to see the Witches about his fate because he thinks they can tell the future better than his wife.
This comes from Act III, Scene 4. Lady Macbeth reacts in two ways.
First, she tries to reassure the guests at the feast so they will not think something is wrong with Macbeth. She tells them that he has some sort of disease that has made him be like this every now and then since he was a kid.
But then when she gets him alone she criticizes him for being a coward. She says that this is like the time when he saw the bloody knife before killing Duncan. She goes so far as to tell Macbeth he is acting like a woman.