Aground

In order to get the full Witch set, you need the following items:

Witch Hat
Robes
Magic Wand
Flying Broom
Interstellar Broom
Black Cat
Spirit Robes (I wasn't able to confirm if this counts as the set, but you do need this in order to get the quest to unlock the Interstellar Broom)


You can obtain the recipes and craft them with the ingredients below:

Shadow Cape - 4 Shadow Fur
Witch Hat - 12 Shadow Fur, 12 Focus Gems
Robes - 12 Shadow Fur, 6 Spirit Gems

You'll unlock the following recipes after completing the "Your First Wand" quest from the Witch:
Magic Wand - 1 Wood, 1 Evolution Gem
Flying Broom - 2 Wood, 1 Evolution Gem, 1 Silk, 6 Shadow Fur

Unlocked after talking to her while wearing Spirit Robes after completing the "Your First Wand" quest:
Interstellar Broom - 1 Flying Broom, 3 Evo Spirit Gem, 6 Magnegem, 9 Fish Scale

To get the Black Cat, you'll need to enchant a regular cat using Shadow Fur using the Vine Copse.

You DO NOT need the Pumpkin Helm to complete the set. This recipe is only given by the witch by talking to her on October 31st.