The Witches are having a prophecy that foreshadows upcoming events in the story. It is the opening of 'Macbeth'
King Duncan announces that the title of "Thane of Cawdor" goes to Macbeth. Macbeth remembers about the witches prophecy and decides to kill Duncan so he can be king. The scene where Macbeth was promoted to 'Thane of Cawdor' and decides that he wants to be king.
Knowing that by doing this, he may be promoted to king. As well as killing the others in the room, Macbeth kills Duncan in his sleep. The scene where Macbeth kills Duncan and becomes anxious because of this.
Macbeth goes back to his room feeling very paranoid and guilt whereas Lady Macbeth is glad that the King is dead, She realises that Macbeth still had the dagger and returns to the castle to put it back in place. At this point, Macbeth regrets his actions and quotes "I'll go no more. I am afraid to think what I have done" and becomes anxious on what happens next. The scene that they both become scared of what will happen next. 
Malcolm and Donolbain runs away after hearing the death of their father; afraid that whoever killed Duncan will kill them next. Due to this, they were therefore, blamed for Duncan's murder. The scene where Malcolm and Donolbain flee to England after their father death.
A total of 3 apparitions were sent back to haunt Macbeth: 1. Beware Macduff" as he does not trust Macbeth anymore.    2. To be bloody and determined because no man who's born of a woman can harm Macbeth.    3. Dont' have concerns that others can use against Macbeth, because Macbeth will never be defeated.