It’s easy to miss when and how Lady Macbeth dies, because like so many other major character she dies off stage and her death is reported by a lesser character. In this case the news comes in Act 5 Scene 5, when Macbeth hears a scream and sends Seyton to investigate. Seyton returns and says, “The queen, my lord, is dead.”
Macbeth does not ask how she died. Before play ends, however, Malcolm gives more information about the circumstances in Act 5 Scene 8:
…Producing forth the cruel ministers
Of this dead butcher and his fiend-like queen,
Who, as ’tis thought, by self and violent hands
Took off her life;
Malcolm here appears to be confirming a rumor that Lady Macbeth killed herself. It is well established in other scenes that she has been slowly losing her mind. Shakespeare’s audience would have accepted as fact that she was possessed by demons at this point, and no additional detail would have been necessary.