First of all, it seems you may be interested in knowing how the play was staged in Shakespeare's own day. I get that from your use of "would have been." In such a case, you have to remember that the play was held at the open-roofed Globe Theatre on a sunny afternoon, if the weather was good. The play would have been postponed in bad weather, but an overcast sky and some light rain would not have hurt a performance. So . a lot is left to imagination. .
Notice that the stage direction says "Hautboys and torches." Hautboys (pronounced HO-BOYS) are musical instruments similar to modern day oboes. They would play to announce the coming of the King. The torches indicate that the scene should be at night. Since Shakespeare did his plays during the day, it was always light outside and the audience had to imagine darkness, which is indicated in Shakespeare often with the use of torches, candles, or simply language (as when Banquo later looks into the sky and says he doesn't see any stars -- it's a dark night). I often wonder what a Shakespearean-day performance of this very dark play would have been like on a bright, sunny afternoon. I suspect it would be much more effective on a dark, cloudy day. .
Anyhow . Duncan and the others (with the acoutrements of a King's party -- spears, shields, etc.) arrive at Macbeth's castle (which could be indicated with a sign that said CASTLE GLAMIS), so they would enter on one side of the stage, stop, do their first couple lines, till Lady enters. There is not a lot of overt action in this scene, which makes it contrast against the scenes that surround it. .
However . if you are interested in doing this scene in the modern theatre, then you have a lot of options available to you, including lighting effects Shakespeare couldn't have dreamed of. Well, maybe he could, because he was the most imaginative person ever born. But let's not speculate on that. .
Remember that the scene is supposed to be a night scene, as indicated by the torch bearers, but most modern day productions I've seen did not present it that way.
