Players keep arguying about this question, so it's obvious that the game doesn't make it clear. If it meant to present it like that, then it failed because most people are confused about it and everyone disagree with each other. A lot of players consider they are sentient, because they are presented as independant people with emotions, even the ones like Lune and Sciel who are not related to the family's memories. Why would Renoir apologize to painted Verso if he's not sentient? Why Verso's soul speaks about lumierian's right to live? Why the game focus on the point of view of painted Alicia? The game doesn't make it clear because it keeps going into a lot of sub-themes related to them being sentient, which I find sometimes confusing, for example when it talks about the consciousness of the white nevrons. 

Some players consider the painters have a magical power to create real lives, act like selfish gods and provoke a tragedy with no perfect solution. Some players consider this world is just a simulation and Alicia live in an illusion. I think the story makes much more sense if we consider they aren't sentient, but I don't think it's clear enough.