Killing demons is easier than killing axelords really. Just make sure you have a decent shield (or two) and good shield skill to reflect their primary attack (fireball) since if it hits you, it's usually game over. Basically, if you can kill a bowgoblin who is shooting you from 20 tiles away and not get hurt by any arrows, you can kill a demon easy.
I recommend using a weapon that almost always removes limbs. You want to incapacitate your enemy (through pain), and the fastest way to do that is to take off an arm or a foot. Thus, swords are a good choice. Axes are good too. Spears aren't quite a good choice unless you are an ungodly lucky fellow who strikes critical shots every time. What usually happens is that it gets stuck in the demon's right wing and you're screwed.
Also, speed is important, it is vital you get as many chances to move and hit the enemy as possible. Try not to burden yourself with 2 chainmail + 1 platemail + 8 shields if your adventurer can't pass 1000 speed with that layout.
What not to do:
- Wrestle the demon. You can't do it while it's conscious. You may be able to grab it, but not even a legendary +4 wrestler can grapple a conscious demon.
- Throw stones or small objects at the demon. It's suicide. It doesn't do any real damage. If you're going to throw something, throw a spear or a zweihander.
- Turn your back to it. Don't try and kill another enemy while a demon is in the area. The game interprets this as turning your back to it and the demon will get bonuses to attacking you. Very, very bad.
- Run away from it. Unless you are stupidly agile, you can't outrun the demon. And he's going to shoot a fireball at you if you try.
Fun things to do:
- Demons in adventurer mode normally wear clothes. Which is pretty funny. But it's also useful because clothes can catch fire. If you're daring, and you know where the demon is, set fire to a nearby shrub and throw a wooden spear (get these from elves) or a wooden arrow in it. Wait till it's !!spear!!, then grab it, run towards the demon, and stab him with it until it gets embedded. He's dead. You need to do it fast or you'll catch fire too.