Dumah is the angel that presides over Gehenna. Initially, Dumah was the angel of Egypt, but when God said Egypt was going to suffer, Dumah couldn't stand the thought of it and ran away. But you can't outrun God, and Dumah was eventually stripped of his celestial princehood and reassigned to rule Gehenna and its angels of destruction. There, Dumah sends out avenging angels to chase down the souls of sinners with rods of fire. Once caught, the bad souls are dragged to "hell" and punished for their sins.
Dumah is the Jewish predecessor to Lucifer. He is not, however, the Angel of Death.
Gehenna, it should be pointed out, is only for souls. Demons, evil spirits, and other bad things are found elsewhere. Specifically, they reside in the north corner of creation (or, less specifically, in sitre ahra, the other side). When God was making the world, He stopped partway through creating the north. According to Him, its for other gods to finish, meaning is someone/thing came along claiming to be a deity, all they had to do to prove it was finish up creating the north.
Before God got busy with creation, there was darkness. When God starting making up stuff, the darkness was pushed back. But it wasn't banished entirely. The darkness might live in the unfinished north corner, or it might dwell somewhere in Gehenna.
In addition to Gehenna, the darkness, and God's unfinished business, there is the abyss. The abyss lies at the edge of creation, past heaven and earth. In it are seven stars that will burn for ten thousand years--this is a punishment for not coming forward when God told them to shine in the sky. There, too, are the fallen angels. These are the angels who tricked mankind into worshiping demons, the angels who slept with human women and created the nephilim. The abyss is made of fire and surrounded be a desert wasteland; it is God's prison.