In this scene we Lady Macbeth, Gentle woman and doctor
Dunsinane somewhere in the castle
Lady Macbeth has been seen roaming the castle at night by the woman that looks after her at night time. she believes that she is sleeping and that she needs help so she brings in a doctor.
after she comes into the room sleep walking and talks of the murders of duncan and Banquo and believes there is still blood on her hands, she is in a trance state of obliviusness not knowing what she is doing.
in this scene she is not admitting to the murders but is making it obvious to the doctor and woman in the room that she has done something bad
we also know that the doctor has some idea of what she has done in the quote
“i think, but dare not speak”