"Well... two different places really. Partially, some spells are inherant in being a demon. Our blood and souls are magical and are preconditioned to magical abilities."
She frowned. "The other part is the 'chosen' side of me. At one point, when I was still young, I ran into an angel and they captured me. He brought me to one of their encampents and kept me. He was a sorcerer, or at least as close as angels come to them, and he studied me for a time. He said I was what he called a Nephilim. Before this I always thought I was a full demon."
She shuddered. "He did some experiments on me and discovered that I was the reincarnation of one of the four horsemen of the apocalypse, also known as Conquest. You might know him as Pestilence now that his name changed over the years, but Conquest always struck better in my head. When he unlocked my potential, I was flooded by memories and burst out of the prison. I escaped back to the demon city, but one can see another demon tainted by goodness or righteousness."
She paused. "The horsemen are nothing more than the heralds of the end times. What they do with that power prior is up to them. We train, preparing for the end battle to come. It's why I don't kill if possible. When the end days come, I will wade through the blood of countless angels, demons, humans, and anthros, but before that, I will hone my skill of Conquest by harming none."
She smiled. "Sorry for the monologue, but It's a bit complicated. Most of my spells I knew from a previous life, so honestly I don't know how I got them. The rest of them? They come to me as easy as breathing."