巫女 is the general term for a shrine maiden or medium, not necessarily specifying gender, while 女巫 explicitly denotes a female practitioner.
Standard kanji spelling for a female medium or sorceress.
Alternate kanji spelling; less common than 女巫.
Compound of 女 (おんな, 'woman') and 巫 (みこ, 'medium, shrine maiden'). The reading みこ is a native Japanese word for a shamanistic figure.