In order to answer this question, I encourage you to think about the obvious dramatic elements of this two-act play. It was originally intended to be performed on a bare stage in order for the action to flow between scenes without interruption. This technique allows the audience to focus more on the characters and the psychology of the play, rather than the plot or the action.
Additionally, there are short transitional scenes and several monologues in the play. Again, taking the focus off the action or the story line, the author intends to highlight the mental and emotional states of his characters while providing background information to clarify understanding.
Agnes' songs are another stylistic technique. Largely religious in nature, these songs, which Agnes denies singing, portray an alternate personality ("The Lady") whom Agnes believes she serves. They often serve as transitions between scenes and frequently precede the doctor's monologues. In this way, they connect her sister's death to her sense of faith, and ultimately connect the doctor to Agnes. A couple of the songs also serve as flashbacks.