Jinn are a spiritual species separate from Angels and Humans. Jinn are made from fire, angels from light and humans from clay.
Quran 15:26-27 And We did certainly create man out of clay from
an altered black mud. And the jinn We created before from scorching
fire.
A'isha reported that Allah's Messenger (ﷺ) said: "
The Angels were born out of light and the Jinns were born out of the
spark of fire and Adam was born as he has been defined (in the Qur'an)
for you (i. e. he is fashioned out of clay)". [Saheeh Muslim]
Jinn are like humans in that they have free will, unlike angels who do not have free will and obey God's commands flawlessly. There is no concept of fallen angels in Islam. Jinn have free will and hence can choose to follow any religion. Like Humans, Jinn can be good or evil and Muslim or non-Muslim.
There are several Quranic verses that address the Jinn along-with Humans in a similar tone of admonishment:
Quran 6:130 "O company of jinn and mankind, did there not come to
you messengers from among you, relating to you My verses and warning
you of the meeting of this Day of yours?" They will say, "We bear
witness against ourselves"; and the worldly life had deluded them, and
they will bear witness against themselves that they were disbelievers.
Quran 7:179 And We have certainly created for Hell many of the
jinn and mankind. They have hearts with which they do not understand,
they have eyes with which they do not see, and they have ears with
which they do not hear. Those are like livestock; rather, they are
more astray. It is they who are the heedless.
Quran 55:39 Then on that Day none will be asked about his sin
among men or jinn.
But Angels are always mentioned as "with" God, and there is never any admonition or promise of reward and punishment for them:
Quran 2:98 Whoever is an enemy to Allah and His angels and His
messengers and Gabriel and Michael - then indeed, Allah is an enemy to
the disbelievers.
Quran 4:136 O you who have believed, believe in Allah and His
Messenger and the Book that He sent down upon His Messenger and the
Scripture which He sent down before. And whoever disbelieves in Allah
, His angels, His books, His messengers, and the Last Day has
certainly gone far astray.
The Quran mentions a group of Jinn who accepted Islam, and it relates their diverse inclinations and religions:
Quran 72:1-2 Say, [O Muhammad], "It has been revealed to me that
a group of the jinn listened and said, 'Indeed, we have heard an
amazing Qur'an. It guides to the right course, and we have believed in
it. And we will never associate with our Lord anyone.
Quran 72:11 And among us are the righteous, and among us are
[others] not so; we were [of] divided ways.
Quran 72:14 And among us are Muslims [in submission to Allah ],
and among us are the unjust. And whoever has become Muslim - those
have sought out the right course.
Iblis(Satan) was one of the Jinn. Tradition states that he was a very devout and pious person whose immense worship raised his status so much that he was raised to the Heavens and made a leader of the heavenly host of angels. When God created Adam and told the heavenly host to prostrate before His creation, they all obeyed but Iblis out of jealousy and pride claimed:
Quran 7:12 [ Allah ] said, "What prevented you from prostrating
when I commanded you?" [Satan] said, "I am better than him. You
created me from fire and created him from clay."
This led to a falling out with God, followed by a wager to misguide Adam and his race, and the rest is history.
The devils(Shayateen) are disciples of Iblis, they are Jinn who are defiant towards God and like Satan aim to misguide and torment people. They are different from the non-muslims in that they defy God and have active enmity towards Him. Devils can be from both the Human race and the race of Jinn.
Quran 6:112 And thus We have made for every prophet an enemy -
devils from mankind and jinn, inspiring to one another decorative
speech in delusion. But if your Lord had willed, they would not have
done it, so leave them and that which they invent.
Jinn are spiritual beings, and are part of the unseen world. They can see and hear Humans while Humans can not see or hear them unless the Jinn choose to appear to them.
Quran 7:27 O children of Adam, let not Satan tempt you as he
removed your parents from Paradise, stripping them of their clothing
to show them their private parts. Indeed, he sees you, he and his
tribe, from where you do not see them. Indeed, We have made the devils
allies to those who do not believe.
The Jinn have mystical abilities and powers. Prophet Solomon was given authority over a group of Jinn and devils, and he used their abilities:
Quran 27:38 [Solomon] said, "O assembly [of jinn], which of you
will bring me her throne before they come to me in submission?"
Quran 27:39 A powerful one from among the jinn said, "I will
bring it to you before you rise from your place, and indeed, I am for
this [task] strong and trustworthy."
Quran 27:40 Said one who had knowledge from the Scripture, "I
will bring it to you before your glance returns to you." ...
They do not have knowledge of the unseen:
Quran 34:14 And when We decreed for Solomon death, nothing
indicated to the jinn his death except a creature of the earth eating
his staff. But when he fell, it became clear to the jinn that if they
had known the unseen, they would not have remained in humiliating
punishment.
They know that the Heavens exist and where it is located, but they are not capable of entering it, though they may may try to eavesdrop for knowledge.
Quran 72:8-9 And we have sought [to reach] the heaven but found
it filled with powerful guards and burning flames. And we used to sit
therein in positions for hearing, but whoever listens now will find a
burning flame lying in wait for him.