Theres no really solid answer, demons can be made out of a lot of things. They can be made of flesh, blood, bones, organs – etc the same way humans are. Some settings make demons creatures of less realistic bodies, but made out of things like emotions, raw chaos, etc. So while they have bodies that can be interacted with, they are not made of the same ‘stuff’ as humans. There are settings where Demons have been dissected or studied (The Salvation Wars, Warhammer 40k possibly), but none come off the top of my head.
For stories where humans can become demons, there are many of those. Dragon Age on the PC has humans who become fused with demons, the main character in Shin Megami Tensei: Nocturne becomes a demon, as do a few other characters. Humans are capable of becoming demons in Warhammer and Warhammer 40k, and there are countless other examples, sadly I don’t have many on hand. The problem with the question is demons have been written about many many many times, and many people do their own spin on what they are.