As far as I know, the church at the time strictly forbade all heretical manifestations and was very strong. So I could not think sects existed at that time. But reading the book by Victor Hugo, "The Man Who Laughs", I found mention of at least three sects with its own buildings (not just secret meeting in someone's home). How was this possible?
The Church of England permitted nonconforming or dissident sects. They were not members of the CoE, but only the Roman Catholics were officially prohibited.
@T.E.D. questions whether it was illegal to be Roman Catholic. The situation is not entirely black and white, but
Not precisely an unbiased source, so....
@T.E.D provides the following links
(I've marked this community wiki to permit others to contribute to the full picture of religious predjudice at the time. I believe that although the OP asked a focused question, a real answer requires a broader understanding).
"The Man Who Laughs" is set in England during the 17th century (not 18th). It was a time of religious conflict, with for example James II being Roman Catholic and taking steps towards religious freedom. The church did not have a strong grip on peoples religions at this time.
Heresy was indeed illegal, but it is not automatically heretical to have your own religious group and meetings. Heresy was more strict than that. So there was definitely several religious groups in England at this time. Some of them were persecuted, and this in fact was a strong incentive for some people to move to the American colonies. But not all groups were persecuted, because not all non-conformism was heretical.