Shakespeare uses witchcraft for one thing. In the 17th centruy, many European Christians believed in witchcraft. James I of England executed hundreds of accused witches in Scotland for acts that are very similar to the acts of these Shakespearean witches.
He uses thunder in this scene as well. This sets up the tragedy when they give the prophesies to Macbeth and Banquo. The witches then vanish. After they vanish, Ross and Angus appear to share the great news of Macbeth's new title as Thane of Cawdor. This then moves the plot of the tragedy to new heights. The asides let the reader/audience know how they feel about these prophesies coming true, and the asides by Macbeth alone lets us know his excitement and possible ambition of someday being king. These dramatic conventions help to set up and deliver the basis for the tragedy of Macbeth.