The Shadow Paladin is is set in a modern world with a separate realm for non-human entities. Some of these entities are;
Angels : Direct messengers and warriors of God himself. They are grouped into three namely; Seraphs, Archangels and Common.
Paladins: The main fighting force of The Soliel Order, an organization that defends the human realm from threats.
Sorcerer:: Any human or Downworlder who can use magic. They are very rare though.
Downworlder: Any being that was born out of Azazel's blood. Some of them are highly dangerous hence the need for the Soliel Order. Examples are vampires, werewolves, Warlocks, sirens, beast kin, goblins etc.
Nephilim: Hybrids born from the union of an angel and a human.
Elves : These creatures are a different breed of angel human fusion. They lack the physique of a true nephilim but in place they have high spiritual power and posses insane beauty and magic abilities. An elf possessed by a demon is a Drow.
There are also minor things you might want to know before reading.
Rune : An inscription used by paladins for various tasks like communication.
Mirale: A magic tool used by paladins to draw portals.
Daylighter: A vampire who can move freely in the sun and can resist human blood.