Burning and hanging were the most popular forms of execution for accused witches in medieval Europe. Burning seems to have been most common in continental Europe while hanging was more common in Britain -- and thus also in the American colonies later as well. The death penalty was imposed on a wide variety of crimes in this era, but witchcraft in particular was punished by death on the basis of Exodus 22:18: "Thou shalt not suffer a witch to live" and Leviticus 20:27: "A man also or woman that hath a familiar spirit, or that is a wizard, shall surely be put to death: they shall stone them with stones."
The heretics who were the earlier targets of the Inquisition were almost never executed at first. They typically had a chance to repent and submit to the Church; only after relapsing into heresy did they generally become subject to execution. Even then, they might still be given another chance to repent. Witches received almost the exact opposite treatment: execution was typically applied after the first accusation and only rarely were accused witches allowed to go free after repenting.
This helps demonstrate the level of threat which the Church made out of witches and witchcraft. Witches couldn't be allowed to live no matter what -- not even if they were willing to admit all that they were accused of and fully repent. Their evil was too much of an existential threat to Christian society and they had to be completely excised, not unlike cancer which has to be cut out lest it kill the entire body. There was simply no tolerance or patience for the witches -- they had to be eliminated, whatever the cost.
Some have claimed that as many as nine million women were executed as witches, even though few could possibly have been truly guilty of witchcraft, and that because this represented a deliberate attempt to kill women generally it should be dubbed a "Women's Holocaust." More recent research demonstrates that many accused witches were men, not just women, and that number of those executed is far lower. Estimates today range from 60,000 to 40,000. Even if we are especially pessimistic, we probably can't go higher than 100,000 people killed across all Europe and over an extended period of time. That's obviously very bad, but not quite a "Holocaust."