The setting is not specified in the stage directions. It is obviously intended to be a cold, barren place outdoors. In Shakespeare's productions of the play there would be little more than a bare stage on which the first three scenes of Act 1 would be enacted. The costumes of the characters would convey the idea that they are outside and that it is cold. The best indication of what the setting is supposed to represent comes when Macbeth and Banquo enter in Scene 3 and the witches hail him as Thane of Glamis,Thane of Cawdor,and future king of Scotland. As the witches are about to vanish, he calls, "Stay you imperfect speakers." And then a few lines later he demands:
Say from whence
You owe this strange intelligence or why
Upon this blasted heath, you stop our way
With such prophetic greeting.
So the setting in all three scenes is a "blasted heath." A heath is an area of uncultivated land covered with weeds and low shrubs. The word "blasted" suggests that it is continuously swept by cold winds. It might be described as a wasteland.