One of the clearest ways in which this is shown in the play is when in Act I Macbeth hears the news that Malcolm has been named as Duncan's heir. As he has just heard the prophecy that he is going to become king himself, if he truly believed in fate, he would do nothing and still become king by natural causes if the prophecy is genuine. However, his response indicates that it is he who is ultimately in control of his fate and not some supernatural body:
The Prince of Cumberland! that is a step
On which I must fall down, or else o'erleap,
For in my way it lies. Stars, hide your fires;
Let not light see my black and deep desires:
The eye wink at the hand; yet let that be,
Which the eye fears, when it is done, to see.
He sees Malcolm's naming as heir as being a "step" that blocks his way and that he must "o'erleap" in order to achieve his path and his eventual goal of becoming king. The important thing to remember though is that it is Macbeth choosing how he responds to the prophecy. What highlights this above all else is the way in which Banquo receives a similar prophecy but does nothing to act in order to make it happen. Macbeth, by contrast, feels fate obviously needs something of a helping hand.