Shakespeare's use of dramatic techniques creates a meaningful play

for audiences because he uses those techniques to effectively build

tension and convey themes to the audience.  

Creative uses of entrances and exits is a dramatic technique.

In Macbeth Shakespeare builds tension early in the play by having the
witches mysteriously appear and vanish. For example in act 1 scene
3, the witches vanish after speaking with Macbeth and Banquo. It add
a sense of mysticism to an already strange scene with great rhyming
and prophecies of the future. 

I think asides and soliloquies are closely related, because both of

them are used to indicate the inner thought processes of a
character. Macbeth uses both of those dramatic techniques to
highlight the evil, plotting thoughts of Macbeth and Lady Macbeth. 

"[Aside] The Prince of Cumberland! that is a step

On which I must fall down, or else o'erleap,
For in my way it lies."
It's clear from this aside that Macbeth has already begun plotting how
he will achieve the throne. In act 1 scene 5, Lady
Macbeth's soliloquy is unnerving. It very effectively shows the
audience how far she is willing to go to make her husband king.  

Later in the play though, those same asides and soliloquies are used
to show the guilt that Lady Macbeth feels. "Out, damned spot! out, I
say!" She is talking about the blood she imagines on her clothing.
Macbeth says something similar: 

"Will all great Neptune's ocean wash this blood

Clean from my hand?"
Both asides show how deeply both characters are struggling with their
inner guilt.