I think you mean imagery and not machinery, as, to my knowledge, there is no supernatural machinery in Macbeth (or anywhere else that I can think of offhand).
The role of supernatural imagery in Macbeth amounts to, for the most part, witches, a floating dagger, and a ghost. The Witches appear three separate times in the play; the dagger appears once, as it leads Macbeth to murder, and a ghost (Banquo's) appears once, as an unwelcome dinner party guest.
As to the role these apparitions play... I would call it psychological. They mess with the mind. The witches appear to tempt and mislead Macbeth; the dagger horrifies Macbeth with what he is about to do; and Banquo's ghost comes to frighten and amaze Macbeth and to intensify his guilt. All these influences are mental, and that's why they are psychological by nature.
Are they real or are they imagined? Or are they a little bit of both? Here's a clue from Act 1, scene 3 (Macbeth to the Witches and then with Banquo):
...Speak, I charge you.
[Witches vanish.]
BANQUO:
The earth hath bubbles as the water has,
And these are of them. Whither are they vanish'd?
MACBETH:
Into the air, and what seem'd corporal melted
As breath into the wind. Would they had stay'd!
BANQUO:
Were such things here as we do speak about?
Or have we eaten on the insane root
That takes the reason prisoner?
A little bit of both, it seems.
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