The actresses' performances make light of how evil the Sanderson sisters are. Then you start to think about what they're trying to do, and that before they were caught, they were presumably doing it for a while. Even the other two, who are less outwardly dark, become creepier when you think about it. Sometimes, especially the other two.
Winifred can summon lightning from her fingertips, she and her sisters can hypnotize people with their voices, transform people into animals, curse them with diseases and have the power of flight. So how did the Salem townfolk capture and execute them so fast? And why didn't they try it before? Even if they didn't think they were witches (opposed to the movie's implication that it was common knowledge), Winifred poisoned her lover Billy Butcherson and the whole town seemed to know about it. A lot of arguments could be made to answer questions like this, but the film doesn't seem particularly bothered to.
The townsfolk could have been really ignorant of the sister's activities. The three of them didn't seem particularly well known. As for how they overpowered them, well, they outnumbered three women by at least thirty and had flaming torches with them. The sister's magical abilities (particularly, Winnie who shoots lightning out of her fingertips) may be extensive, but when cornered, potentially of no use.
Maybe the townsfolk actually didn't know, or if they did they had no proof of any of it; the sisters would likely not have been out and about using magic in front of people, they lived alone in an isolated cottage, and anyone who saw what they could do likely became their victims and therefore dead. What happened to Billy could just be rumor or hearsay. But once the townspeople came and caught them red-handed with Emily's body they had all the proof they needed to hang the sisters. It's pretty likely that with strength in numbers they overpowered the sisters in the cramped confines of the cottage, and also if they stripped them of the book, this may have lessened their powers.
Max was really the first virgin to be tempted to break into a creepy, reputedly haunted building and tempt fate by lighting the candle?
Maybe the first virgin to attempt it on a Halloween evening, when the moon was full.
Full moons coinciding with Halloween are pretty rare.
Also, Winifred swoops in on the kids by taunting them with Max's earlier Ironic Echo, "It's all just a bunch of Hocus Pocus!" Then you suddenly realize Winifred wasn't back from the dead yet when Max said it, and couldn't have heard it.
It was Halloween, the time of the year the veil between the living and the dead is thinnest, maybe they could hear them in Hell?
How did Max's teacher know Thackery's story?
He's probably communicated with people in the past. When first turned into a cat, he tries to get his father's attention, but can do nothing but meow. 300 years later he's capable of intelligent speech. Presumably he tried to talk to people at some point and told his story. But he's also Genre Savvy enough to know that letting the world know the witches are real would be Tempting Fate, so he keeps quiet.
So the Sanderson house is now a museum. Given the legendary status of the sisters' story, and the locals' general love of Halloween, you'd think the museum would be, you know, open.
The sign outside says it's closed for renovations. Allison tells Danni it's closed because spooky things kept happening there, but she's probably just entertaining the little girl. Still, the place is pretty damn dusty when they get there, so it's probably been shut up for a while. And you'd think it'd be open at Halloween of all times. Halloween in Salem is tourist central.
During the opening, Winifred comments on another gloriously sickening morning. During their execution, it's night again, which sets that mood perfectly. Even though the townsfolk were right at their door right as the sun rose, it took them all day to get in somehow. Maybe Winifred and the others did put up an epic magical fight after all before the mob [mostly] sealed their fate. I doubt their sentencing took that long given the evidence / sister corpse.
Allison accidentally bumps into an oven while hiding in the alley while the sisters are searching for them. This gives the protagonists the idea to attempt to bake the witches in the pottery kiln at the high school. Sound familiar?
Near the end of the movie the trio drift off to sleep thinking that they are victorious and the witches think that all hope is lost because they don't have the book. A lamenting Winifred croons out the window, "Book, would you come home/ or make yourself known?" Cut to the book in Max's room opening its eye, looking towards a sleeping Max and Allison and then quickly shutting it again when the pair suddenly wake up. The two then decide to open the book which shoots out a beam of light alerting the witches to its location. Winnie unknowingly cast a spell and the book responded!
On a related note, this would explain why Allison would say "Nothing unusual seems to be happening" even though the viewers can see the light radiating from the book and shooting out of the cupola—the spell Winifred cast made the book send out a signal only the sisters could see, and it was only made visible to the viewer through a Perception Filter so we'd know it was happening.