The Underground is a non-euclidean space that underworld gods (and those who know the way) can access. The underground seems to resemble, or maybe even be made from, a transfinite number of subterranean locations which includes hallways, stairways, rooms, underground train stations and tracks, and dark cavrnous tunnels.
Mortals and even non-underworld gods like Baal and woden have expressed their difficulty navigating and tracking in the endless twists and bends of the the underground although for some reason Minerva's robot Owly seemed to have no trobule finding Minerva there.
The Majority of the Underground is stated to mainly belong to The Morrigan due to her being the first of the Underworld Gods to be Incarnated during the 2010 Recurrence, with her sharing her domain primarily with Baphomet upon his own incarnation.
Persephone upon her own Incarnation was seen to have laid claim to a small section of the Underground and leave Morrigan and Baphomet alone. Having her own single bedroom Apartment within the Underground that she primarily stayed in when she wasn't staying in the Shard with Baal and Minerva.