Fallen are angels created by The Creator ("God") in the beginning of creation. They were responsible for being messengers and defenders of God's will on earth. Some of the Fallen are Angels who are remorseful over their actions, others are Angels who seek to join with Lucifer in overthrowing Heaven and others are the Watchers.
Tartarus is the prison the Fallen are kept in. Created by Angelic hands, Tartarus is located in the far reaches of the Abyss, or the darkest part of the Umbra. Angelic Guards keep a watchful eye over Tartarus and keep the Fallen isolated so that they may not impose their will over earth.
Fallen typically do not escape from Tartarus. WIth the Umbra crawling with Angelic Guards the idea of escape is nearly impossible. The only Fallen rumored to have escaped is Aesmodeus (Aesam Dheva). The most popular rumor of Dheva is that he escaped to earth and discovered a way to stay off the radar of the Hevenly Guard. Since his supposed escape, the Heavenly Guard increased security in Tartarus as they comb the earth for any sign of the Fallen.
Instead of escaping Tartarus, other Fallen imprisoned there simply created their own world within Tartarus. As the guards stay out of he Fallen's way, each level of Tartarus is dedicated to the Fallen who resides there and those loyal to him. Like a true prison where the inmates run things more than the guards do, Tartarus is no exception.
The bulk of the Demonic Host is made up of , mortal spirits who enter a pact with a Fallen for a second chance at life on earth. Devils move about fulfilling the will of their Patron, following the guidance of a Djinn sent to mentor them.