How is the theme of suicide explored in Macbeth?
I'm not sure there's really enough discussion of suicide in the play to convey a theme in regards to it. However, Malcolm, the late King Duncan's heir, announces at the very end of the play that they believe Lady Macbeth to have, "by self and violent hands, / Took off her life" (5.8.83-84). In other words, they think that she killed herself.
We need not look too hard for answers why: at the beginning of act 5, Lady Macbeth exhibits some major guilt for the wrongs she and her husband have committed. For example, she says, "Here's the smell of the blood still. All the perfumes of Arabia will not sweeten this little hand" (5.1.53-54). She imagines that she can still see and smell Duncan's blood on her hands, and this seems to signify the terrible guilt that she lives with as a result of her part in his murder. Lady Macbeth also mentions Macduff's wife, lamenting, "The Thane of Fife had a wife. Where is she now? What, will these hands ne'er be clean?" (5.1.44-45)
She seems to know, then, that Macbeth ordered the murders of this innocent woman and her children, and she feels guilty about those deaths too. It is likely that the combination of her guilty conscience, inability to sleep, and emotional distance from everyone in her life including Macbeth, led to her suicide.