That is a Roman Catholic Church teaching, but it has no scriptural confirmation.
Here is some of the biblical evidence of purgatory, the place of purification after death for those who are saved, but due to unpaid debts to God and/or consequences of sins, remaining attachments to sin, etc, can not yet enter heaven:
Matthew 12:32
And whosoever shall speak a word against the Son of man, it shall be forgiven him: but he that shall speak against the Holy Ghost, it shall not be forgiven him, neither in this world, nor in the world to come.
So Jesus implies here that at least some other sins can be forgiven in the afterlife. And this is consistent with:
2 Maccabees 12:46
It is therefore a holy and wholesome thought to pray for the dead, that they may be loosed from sins.
Saint Paul on building on the foundation “which is Christ Jesus.” from 1 Corinthians 3:10-15: 14/15 -
If any man's work abide, which he hath built thereupon, he shall receive a reward. If any man's work burn, he shall suffer loss; but he himself shall be saved, yet so as by fire.
"Saved as by fire" could not take place in hell because hell is for the eternally damned. It could not take place in heaven because nothing impure can enter heaven (Revelation 21:27); there is neither punishment nor purification in heaven because only the purified may enter it.
And there's this from the Sermon on the Mount:
Matthew 5:23-26
If therefore thou offer thy gift at the altar, and there thou remember that thy brother hath any thing against thee; Leave there thy offering before the altar, and go first to be reconciled to thy brother: and then coming thou shalt offer thy gift. Be at agreement with thy adversary betimes, whilst thou art in the way with him: lest perhaps the adversary deliver thee to the judge, and the judge deliver thee to the officer, and thou be cast into prison. Amen I say to thee, thou shalt not go out from thence till thou repay the last farthing.
I know from God that there is a place of punishment that is not Hell. Hell is controlled by Satan.
This is a private revelation that you claim to have received, and I have no reason not to believe it because it is a true description of purgatory. As God indicated to you, there are no demons in purgatory. In fact, angels tend to the souls there.
And since you believe your own private revelation, you might want to consider the validity of others, which have been declared by the Church to be worthy of belief. There is an enormous body of private revelation about purgatory and the souls therein. They began at least as early as 203 A.D. when Saint Perpetua was given a vision of her little brother in purgatory and was moved to pray for him prior to her martyrdom. It has continued to accumulate throughout the ages. For example, Saint Catherine of Genoa (1447-1510) wrote a Treatise on Purgatory based on first-hand experiences given by God. Saint Mary talked about purgatory in her visitations as Our Lady of Fatima in 1917. Saint Faustina (1906-1938) was taken to purgatory by her guardian angel (Diary entry 20).
And in co-authoring the Divine Mercy Novena with Saint Faustina, Jesus specified that the eighth day would be for the intention of souls in purgatory. He gave her these words to accompany the prayers she wrote and the Chaplet of Divine Mercy for that day:
"Today bring to Me the Souls who are in the prison of Purgatory, and immerse them in the abyss of My mercy. Let the torrents of My Blood cool down their scorching flames. All these souls are greatly loved by Me. They are making retribution to My justice. It is in your power to bring them relief. Draw all the indulgences from the treasury of My Church and offer them on their behalf. Oh, if you only knew the torments they suffer, you would continually offer for them the alms of the spirit and pay off their debt to My justice."
I have only scratched the surface here. If you would like to look further, it's a very easy topic to research.