Helgard is a Territory. It has many, huge floors with dangerous creatures and it is very cold in the Tower. The first floor is the most well-populated.
Travelers can summon snow or ice creatures from Helgard. There are also bars of black ice used by the Incarnation to deflect attacks, but it is unknown if this power is available to Travelers.
"All the creatures of Helgard have blue blood because they are descended from the original ancient titan, he whose blood covers the sky. Every sunset, he comes back to life and his blood retreats. Every sunrise, he is slain once more." -WoW