For Confucius, Heaven seems to represent spirits that are in some way in control of the world and which have a plan for how events in the world should play out. Confucius does not emphasize spirits or spirituality as much as some religions do, but he does believe in the idea that Heaven is in some way in control of the world.
For example, Confucius believed that there was a Heaven that would not allow him to die until he had done its will. He believed in the idea of the Mandate of Heaven, which held that a particular ruler who has Heaven's approval will rule well and will deserve to be obeyed. From these beliefs, we can see that Confucius believed in supernatural beings who had a plan for how the world should be run.