The Wardens are humans from an incredibly advanced alternate dimension.
The Wardens come from an alternate Earth, where magic has been discovered and technology is super-advanced. This includes space travel, timescopes (allowing people to see through time and across dimensions), genetic engineering (wings, superior muscles, immunity to disease, etc.), and all that other Sci-Fi stuff. The Wardens were originally Division 23 of the Human Empire, their patron god was Hades, and they were largely considered to be some of the fiercest fighters in existence.
The Wardens obtained immortality through consumption of an elixir they referred to as the “Warden Draught”. The ingredients of this potion are largely unknown but are considered to be amongst the most highly magical (and dangerous) substances to be found on Equis, as well as an ingredient found only on the Warden homeworld. It is worth noting that consumption of the Draught alone is not enough to obtain immortality, but is merely the first step (the potion is also noted to be highly lethal, eight out of ten did not survive its effects).
When the Empire descended into war with itself, the Wardens grew sick of the fighting and fled, using an experimental wormhole technology to cross the dimensional divide, hoping to find a world of peace and harmony where their brutal skills were no longer necessary. Instead, they found Equis, which had been overrun by demons (further detail into how this happened is on the Army doc), with the natives all but wiped out and enslaved. After much debate, Megan Grey (the leader of the Wardens) decided that since they had failed to save their homeworld from destruction they must fight to save this new one. Thus, using their superior armament they began waging war on the demon overlords and evil natives who had joined them. As the Wardens took casualties they began to recruit from the natives to bolster their ranks. This led to the Wardens teaching the various races to play to their strengths. Such as pegasi using weather, unicorns using their horns, minotaurs forging weapons and supplies, and dragons using their natural hardiness and brute strength. These martial skills would later come to define the races as they applied their knowledge of war to more peaceful pursuits in later years. As the war went on, the Wardens grew sick of the bloodshed and constructed great prisons to hold their enemies. Into these prisons also went those forces too powerful to fully destroy or too mad to reason with. They named these great prisons Tartarus, after the Bottomless Pit of their homeworld. With the prisons complete, Megan realized that they were doomed to fail, and eventually the prisoners would escape to wreak havoc upon the world of Equis once more. To prevent this, she and a number of volunteers cursed themselves into undeath so that they might serve as watchers and wardens in the event of a breakout or break-in.
Following the Wardens construction of Tartarus and subsequent disappearance from the world there followed a period of technological and magical marvels. What would today be considered futuristic technology (instant travel between cities, massive fleets of airships, sentient machines, mountain-leveling weapons) was then considered the norm. The remnants of this technology are scattered throughout the globe, most notably the area known as the Great Battlefield. How this technology was lost is unknown, but evidence suggests a massive war consumed the globe and in its wake left a much poorer and stupider Equis.