Infernals are evil beings from a mysterious realm that is beyond both Caen and Urcaen; Caen being the mortal world in which Warmachine and Hordes is set, and Urcaen being essentially the afterlife world.
The inhabitants of Caen lack deep knowledge of the Infernals, only knowing that they are ruthless predators with a thirst for mortal souls. They have moved in the shadows of civilisation for millennia, but they have now come in force to claim the debt humanity owes them for receiving the gift of magic (that helped free mankind from its Orgoth oppressors). While staved off by the Wicked Harvest, the Infernals have not been deterred, and are here to reap the souls of two-thirds of humanity.
With the power to summon their beasts and warriors right into combat from their own Infernal plane, nothing like these creatures has ever been seen on the battlefields of the Iron Kingdoms before.