An angel isn't any more of a "supernatural entity" than you or me. An angel is a simple substance, a substantial form, without matter. An angel is pure intellect. Humans are compound substances, form and matter, but like angels, also have a substantial form, called the "soul" or "intellect."
If you think about it, you'll see that thought is an essentially spiritual activity. Our intellects are spiritual, not material. Otherwise, it would be impossible for a person to reflect upon himself and to objectify his own body. However, the spiritual human soul is naturally linked to the body, and depends upon the body for the acquisition of sensory information.