When Lightning Strikes Sand. Fulgurites (Latin, meaning "thunderbolt") Sometimes referred to as petrified lightning, they are natural hollow glass tubes formed by lightning strikes in quartzose sand, silica, or soil. (Wikipedpia)
Shakespeare includes the theme of weather (especially thunder) to show that something bad is happening, and to paint a gloomy and dark setting for the audience. Also, the thunder is only described right before Macbeth goes to meet the witches, which represents that the witches are doing evil and unnatural things that go against the norm. Similar to how thunder goes against the normal sunshine and happy weather.