Depends what you mean by "illusion". Commodore Mendez being on board the Enterprise is an illusion. You're meant to think he's the real guy.
The images are clearly broadcast from Talos IV as normal images. Since Pike himself confirms they are real events, they're not illusions in the sense that they're trying to somehow trick you. They're presented as evidence of what happened in The Cage. Furthermore, we see the real Mendez also received the same broadcast
UHURA [OC]: Message from Starbase Eleven, sir. Received images from Talos Four. In view of historic importance of Captain Pike in space exploration, General Order Seven prohibiting contact Talos Four is suspended this occasion. No action contemplated against Spock. Proceed as you think best. Signed, Mendez, J.I., Commodore, Starbase Eleven.