Almost all Jacobeans were Christians. Catholics believed a priest to be the link between God and the people, whereas Protestants believed God could be found without a priest.
Shakespeare was writing under two protestant monarchs (Elizabeth and James).
However, there were still significant numbers of English and Scottish catholic families and churchmen who refused to give up the catholic faith. Some of these were persecuted for their beliefs.
Regardless of whether the audience was catholic or protestant, they would have believed in the very real existence of heaven and hell and the difference in good and bad.
The crimes that Macbeth committed against his king, his peers and against innocent women and children would be seen as mortal sins and a guarantee that his soul would end up in hell.