A realm, also referred to as a dimension or plane, (the semantics of the different terms being a debate only the stingiest of scholars wish to get into,) is defined as a location of space within which anything can be reached by physical means. The usage of magical means is required to travel from one realm to another- it is impossible to pass between realms by non-magical means. Due to this, there are very few realms that have ever interacted with our own, so few in fact that many have cast realm theory into doubt.
The realm in which Engelain exists is composed of the continent of Engelain, along with all other continents on the planet, but also includes the cosmos, the planets, the moon and the sun, all of which could hypothetically be reached should one gain the ability to traverse the night sky, (and which can clearly be reached by the gods- hence the existence of the likes of Fiara and Ciera.) It is unknown how far the Mortal Realm extends, or if it in fact even has a definable ending.
Other examples of realms would be the Halls of Janus, a realm which exists outside of time, the Demonic Halls, and the Underworld. What is interesting to note is that natural, physical laws of our realm do not necessarily apply to that of the others- the Halls of Janus do not require the existence of time, the Demonic Halls is known to be a fiery inferno of brimstone and blood, and the Underworld is an endless and formless landscape, haunted by the memories of those that dare enter.
Realms have, supposedly, existed for as long as existence itself, though there are those that believe that new realms can be created by gods, and that Tyrrus's absence from Engelain is due to the creation of his own realm, Heaven, which all true believers may pass into after their death. There are those that believe each realm has born to it a god, its physical personification- Janus for the Halls of Janus, Tyrrus for the Mortal Realm, The Demon Lord for the Demonic Halls, and an unknown entity for the Underworld, all of which have equal amounts of strength and should be regarded as Elder Gods.
The closeness or distance between the realms and their levels of interaction is seemingly arbitrary. The Demonic Halls are known to be one of the most difficult to access- except for the mythical existence of Hellgates, there is no known way for which to enter the Demonic Halls, despite the fact that demons can be pulled from that realm with incredible ease. When mortals die, they pass into the Underworld, yet beings from the Underworld cannot pass into the Mortal Realm. This suggests that there is a special relationship between the two realms, as the two are intrinsically linked, though for what purpose is unknown. The Halls of Janus supposedly contains within it every door, gate and passageway to have existed and will ever exist, and therefore is deeply interconnected with the Mortal Realm, yet none ever pass through the Halls of Janus due to its godly guardian.
The existence of other realms outside of these is one for speculation. Some sub-divide the Demonic Halls into the many Circles of Hell, whilst others claim there are many Underworlds for many pantheons, though these could be as different as the different planets are in the Mortal Realm, but they are still connected. Some believe the Dreamscape, the realm of dreams, is also a realm unto its own- this is the belief held by the ogre clans, and by the seers and sages of the Seven States. Sarcoseth, the god worshipped by the birdmen, is said to be a realm-crosser.
Another interesting factoid about realms is that they do not necessitate life. Though the mortal realm and the demonic realm are both plentiful in life, the Halls of Janus only seat Janus himself, and he himself might be an outsider to the realm. The Underworld as a prerequisite hosts only the dead. It is possible that realms are defined by what they host within them, as some branches of demonology believe that demons are fluid, non-corporeal entities that are wrought into the shapes we know of them due to human interference. In this regard, the mortal realm is that of the physical, the Underworld that of the soul, and the demonic that of the magical.
The most fearsome suggestion about the interaction between realms is that they are all a part of a chain, either a recursive one, or one with a beginning and end. Given that going from the Mortal Realm to the Underworld is a one-way trip, and that going from the Demonic Halls to the Mortal Realm is also a one-way trip, then perhaps there is a chain of realms going from one to the other. However if the relation between Demonic and Mortal is the same as the relationship between Mortal and Underworld, then that would imply that we, as mortals, are simply the next stage in the cross-dimensional evolutionary lifespan, that we are the next stage in demonhood. It would also suggest that as we yank demons into our world, that the dead are what bring us into their world.
List of realms:
Mortal Realm (the home of Engelain)
Underworld
Magic Realm (theoretical birthplace of magic)
Dreamscape (if dreams are connected, and not existent only in the eye of the beholder)