It all depends on what you mean when you say "The fictional character Sherlock Holmes". I believe that thoughts, memories and knowledge "about Sherlock Holmes" exist and are physical details, as are Sherlock Holmes books, etc. And that there's no other reality to "Sherlock Holmes", above and beyond these things.
But really, this discussion is too large to satisfactorily deal with here.
But really, this discussion is too large to satisfactorily deal with here.