You have a difficult task. Shakespeare's writing is of course made up, that is fiction. So whatever it says, it says. However, Shakespeare based his play on historical events and historical people.
Here is the history which Shakespeare shaped his story.
Bobpursley is right. Shakespeare based many/most plays on historical events, but then took plenty of license with them (such as having chimney-pots in Julius Caesar, quite an anachronism!). In addition, Macbeth and Hamlet are based on legends that were very old even in the 1500s, but we see allusions to Christianity in the plays after they left Shakespeare's hand.
So remember this -- even though he based many of his plays on historical events, he used the historical elements he wanted and added other elements so that his audiences at the time would remain interested and connected to the stories.
I have researched the historical events based on the book, but in the paper we would have to use evidence found in the book, and not the historical events. I can only think of one strong argument relating to this.. so currently I'm stuck.
Also, I have another question to ask. Our instructor gave us an outline to follow on how to write the intro paragraph. It was: 1) linkage to real life 2)Connection to the play 3)thesis 4)Purpose 5)Plan.
My question is that, does the "linkage to real life" have to relate to your opinion on the topic. Because our topic is whether we think Lady Macbeth has a possibility to be Duncan's daughter. I believe that there is a possibility, but lets say that I would switch my opinion due to not having enough evidence to prove it. If I said that no I don't think that she is, can the "linkage to real life", relate to that opinion? Or does the linkage, have to do with the possibility of her being duncan's daughter.
Sorry for the long questions, and if it wasn't clear enough.