I would just like to add a little more to the question. Supernatural power introduces evil into the play through the three witches. Their prophecies tempt Macbeth into first killing Duncan. They offer him the opportunity to become powerful, but to gain this power, he must committ this evil deed, which of course leads to other evil acts. The power of the witches lies in their ability to tempt humans by offering them something they really want. Evil can only exist if mankind gives in to these temptations.
The supernatural element plays an extremely important role in the play. It includes not only the witches, and their supreme Goddess Hecate, but also the preceeding of every major event(ex: Death of King Duncan) with incomprehendable weather conditions, dramtic changes in the nature of animals( King Duncan's horses, usually known to be 'beauteous and swift' of nature, eat each other in pure fury and madness and an owl eats a falcon-prey eats the predator, preceeding King Duncan's horrifying death), hallucinations observed by major protagonists( the bloody dagger witnessed by Macbeth, preceeding King Duncan's death, Banquo's ghost and its timely yet haunting appearance to Macbeth).
1)One of the reasons that spurred Macbeth into assassinating King Duncan were the prophecies made by the Witches (also known as the Fates or the Weird Sisters).
2) The three Witches, guided by Goddess Hecate prophecy Banquo's eminent future as well. They also produce apparitions (an armed head, a bloody child and a crowned child with a tree in his hand) that lead Macbeth into beliveing that he is above grace, wisdom and fear and is fully capable of challenging Fate itself. This is one of the highlights in the play. Notice the dramatic change in Macbeth's character, from the time he first met the Witches and now.
3) The ghost of Banquo observed solely by Macbeth bears witness to his guilty conscience and gives an idea of his innate insecurity.