The word "demon" has several meanings depending on the culture. For example, in most of the Christian world, a "demon" is a lesser devil and servant of Satan. In Japan, "demon" and "devils" are a sort of youkai that typically dwell in Makai, their realm beyond our own. It really varies widely.

My familiar, Koakuma, is a succubus. Her name translates to "little devil", as she is a lesser demon summoned from Makai itself. Perhaps you should speak with her.