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The witches must really exist. For one thing, Banquo also sees them at the first encounter in Act 1, Scene 3. He not only speaks to them, but they answer him. Furthermore, the entire audience sees these three Weird Sisters on several occasions and hears everything they have to say. While they are speaking to Macbeth they are also providing important information to the audience. It is too complicated to believe that they could appear to both Macbeth and Banquo and speak to both of them and yet think that they are somehow only figments of Macbeth's imagination. There is also a scene (Act 4, Scene 1) in which all three witches appear without Macbeth even being present. Then they are joined by another supernatural creature, Hecate. Only the audience sees and hears them. Only the audience sees them when they first appear at the very beginning of the play.
Shakespeare must have intended them to be real. They are more dramatically effective if the audience takes them to be real than if the audience assumed they were only hallucinations. The same is true of Banquo's ghost in Act 3, Scene 4. This is a "real" ghost, although only Macbeth is supposed to be able to see it. What proves it is real is that everyone in the audience also sees it. And the same is true of Hamlet's father's ghost for the same reason. It is a "real" ghost. Ghosts, apparently, can be visible to some people and invisible to others, as they choose.
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