Events in "Macbeth" like the prophecy of the witches, floating dagger and the ghost of Banquo are supernatural in nature. These supernatural events serve as symbols in service of the larger themes of the play of ambition and masculinity.
The witches, or "weird sisters," deliver multiple prophecies to Macbeth. They suggest Macbeth will become king, as will Banquo's heir. Other apparitions also warn Macbeth of Macduff and that "no man born of a woman" can harm Macbeth. Historically, the question has been raised as to whether these prophecies were in fact supernatural in nature or if they were self-fulfilling. Macbeth is certainly ambitious, and as a consequence of his ambition he brings the prophecies to fruition. Without his knowledge of the prophecies, perhaps some of them would not have come true.
The more blatant supernatural events in the play are those of the floating dagger and the ghost of Banquo, but these are symbolic in nature. Banquo's ghost and Macbeth's reaction to it serve as a sharp juxtaposition to the visions which haunt Lady Macbeth. While Lady Macbeth initially spurs Macbeth forward, she's driven mad by visions which do not plague the amorally ambitious Macbeth. However, without Lady Macbeth, there is a question as to whether Macbeth would have followed that trajectory. As for the bloody dagger, its appearance serves to foreshadow the blood Macbeth will shed through the course of the story.