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The picturesque phrase castles in the air has been used in all European languages since the 16th century. By the time Don Quixote used it, it was already popular.
translated: "In a word, whoever will consult common sense upon religious opinions, and will carry into the examination the attention given to objects of ordinary interest, will easily perceive that the opinions have no solid foundation; that all religion is but a castle in the air; that Theology is but ignorance of natural causes reduced to a system...." (French, Michel de Montaigne, 1533-1592)
"And that the Poet hath that Idea, is manifest, by delivering them foorth in such excellencie as he had imagined them: which delivering foorth, also is not wholly imaginative, as we are wont to say by them that build Castles in the aire..." (English, Sir Philip Sidney, 1554-1586)
"Hark ye, Goodman Addlepate, who has put it into your head that you are a knight-errant, that you vanquish knights and robbers? Go, get you home again, and look after your children if you have any, and what honest business you have to do, and leave wandering about the world, building castles in the air and making yourself a laughing-stock to all that know you, or know you not." (Spanish, Don Quixote, Miguel de Cervantes, 1547-1616)