'I was told that everyone I'd served with in the military died shortly after I left.'
Teskoy Prison is a penal facility under the control of The First World. It is a pocket universe from which nobody has ever escaped, and is where The Sword, pending his trial, as well as Cristina Thompson have been incarcerated.
The Teskoy Prison pocket universe is situated part way within the multidimensional inner shield that protects The First World. It is little more than a splinter universe, which contains a version of Earth and not much else, lacking both stars and a sun or solar system. The planet has no sources of light or heat besides that generated internally or through inter-dimensional friction. All inhabitants of the planet otherwise live in permanent darkness, with no system of government, support infrastructure, or order.
The First World uses Teskoy Prison as a location to incarcerate, or dispose of dangerous entities and prisoners. Those held temporarily are kept in cells within a facility lodged within the wall of the reality itself, some thousands of feet above the surface of the planet below. The facility also contains a large helijet bay. Permanent prisoners are given a parachute and dropped to the planet below to fend for themselves. Occasional retrievals occur through use of the helijets in the bay.
Teskoy Prison is accessed via a similar method used in the portal generators in Portal hub facility installations, however the portal generator is considerably smaller, and is mounted upright, generating a portal that can be walked through. This portal has a destination within an empty room, as such entry and exit from the pocket reality is only possible via a portal generated from outside the reality itself.
Due to the start of the failure of the Inner Shield, Teskoy Prison has in some way become linked to or merged with The First World, which has resulted in the release of its many dangerous inhabitants onto the relatively unprotected population of The First World. Whether it still exists as a separate pocket universe or shard, or whether it has now merged entirely into the universe of The First World is currently unknown.