Hi sarabuckett, and welcome to Scarleteen! It is not unusual at all for people to have sexual fantasies about other people they know, consciously or unconsciously, so there is nothing that you should feel bad or guilty about. The fact that you are considering your friends' feelings and how best to treat them with respect shows that you care about them.
It would be perhaps a good idea to reflect on how you want to engage with these fantasies. You mention you are attracted to your friends, but wouldn't "do anything about it", why is that?
One of the things to consider is that sometimes fantasies can impact our thinking in ways that we might not be aware of, sometimes if we're not mindful of this, we can feel like we have a more intimate emotional bond with someone than really exists, and the relationship can be emotionally one-sided. If you can keep mindful of how continuing to engage in this fantasy might be effecting your feelings, then this may be something you can manage, and/or you can make an active decision to take a break from for a while and focus on a different fantasy.
This advice column expands on this a bit more (in the context of a crush, but much is still relevant here):
I’m having sex fantasies about my crush
And this article expands more on fantasy and desire if you'd like to read more about it:
How to Approach Sexual Fantasy and Desire on Your Own Terms