Shakespeare's use of dramatic techniques creates a meaningful play for audiences because he uses those techniques to effectively build tension and convey themes to the audience.
Creative uses of entrances and exits is a dramatic technique. In Macbeth Shakespeare builds tension early in the play by having the witches mysteriously appear and vanish. For example in act 1 scene 3, the witches vanish after speaking with Macbeth and Banquo. It add a sense of mysticism to an already strange scene with great rhyming and prophecies of the future.
I think asides and soliloquies are closely related, because both of them are used to indicate the inner thought processes of a character. Macbeth uses both of those dramatic techniques to highlight the evil, plotting thoughts of Macbeth and Lady Macbeth.
"[Aside] The Prince of Cumberland! that is a step
On which I must fall down, or else o'erleap,
For in my way it lies."
It's clear from this aside that Macbeth has already begun plotting how he will achieve the throne. In act 1 scene 5, Lady Macbeth's soliloquy is unnerving. It very effectively shows the audience how far she is willing to go to make her husband king.
Later in the play though, those same asides and soliloquies are used to show the guilt that Lady Macbeth feels. "Out, damned spot! out, I say!" She is talking about the blood she imagines on her clothing. Macbeth says something similar:
"Will all great Neptune's ocean wash this blood
Clean from my hand?"
Both asides show how deeply both characters are struggling with their inner guilt.
Speaking of all this blood, Shakespeare uses symbolism to make the play more meaningful. One of the most common and repeated symbols in the entire play is blood. As the two previous quotes indicate, the blood is symbolic of the guilt that Macbeth and Lady Macbeth feel.
A fourth dramatic technique that Shakespeare uses is the off-stage technique. When events happen off-stage, an audience is forced to use imagination to fill in the gaps. Often an audience's imagination will make everything more extreme and scarier or more brutal. Duncan's murder happens off-stage. It helps to build tension, because the audience doesn't know if Macbeth is going to go through with the murder, or if Duncan woke up, or exactly how Macbeth did it. It's a very effective technique to really involve an audience.