William Shakespeare included elements of the supernatural in Macbeth in order to please King James. Given James' interest in the supernatural, Shakespeare included images and characters which illustrated a darker side of life.
The inclusion of the supernatural in the beginning of the play sets the tone. The opening with the witches, thunder and lightening, and chants all set the tone as dark and ominous. This tone exists throughout the play.
The chants of the witches, over the course of the play, heighten the drama. The use of witchcraft, compounded by the threatening weather, gives the audience a sense of fear and foreshadows what is to come. Since the witches appear throughout the play, the acts they appear in continually compound the rising anxiety the audience is meant to feel.
Shakespeare uses witchcraft in the same way he would use a stage direction. Its inclusion insures that the audience feels the emotions Shakespeare wished to evoke.
The Elizabethans believed in witches and the supernatural. Thus the appearance of the witches with background stage effects of thunder, lightening and rain in the first Act, would have had quite a dramatic impact. The audience would have sympathized with Macbeth's shock when he encountered them after a victorious battle, and would have understood why he took their prophesies to heart. Witches were associated with evil and thus the appearance of the witches would have dramatically created an atmosphere of evil.
Their second appearance heightens tension. The audience is aware that the first appearance of the witches was followed by the murder of Duncan. Thus their second appearance will be marked by tension: the audience will wonder what is to follow? Before the appearance of Macbeth, the witches' brew (with its disgusting list of ingredients) and their grotesque dancing, seem absurd and somewhat comic. Some Shakespearean scholars now believe that that little interlude was introduced by some other playwright, because the quality of these lines do not match the quality of the rest of the play. However,the impression created by the procession of kings and other predictions would have been remarkably effective on stage - creating an eerie, other worldly and evil atmosphere. The impression created on stage would be that evil predominates; and that the forces of good have been defeated, however temporarily.