If we should fail?
But screw your courage to the sticking place,
And we'll not fail.
This particular quote from Macbeth is an example of Shakespeare creating phrases that have become common in our language, even without his explaining exactly what it is that he was meaning to say.
There is debate that he is implying that Lady Macbeth wants her husband to sure up his courage, in the way that when used as a tool, a screw would strengthen something. It is also suggested that the sticking place as Shakespeare intends it is the place where a soldier screwed up the cord of his crossbow.
No matter the specific translation, it is clear that Lady Macbeth is commenting on her husbands need to "man up" and commit to the decisions they have already agreed to- killing King Duncan.