There is a bit more to them, specifically that they predict death as roscoe said. There are no explicitly supernatural banshees in the film, but there is a character who is implied to either be one or be like one. She matches a lot of the visual characteristics of one, but… only things that a regular elderly human lady could match. Whether she is or not is left without a direct answer. The discussion of it within the film is more important than the answer

It’s a very good film