Aside from the archmage's room, it's pretty free reign. Hell, you could try to escape the college if you feel like you need to. I'd suggest that you head over to the courtyard and try your hand at facing the Masked demon after the two of you arm up. Ssarack may also wish to try to take air superiority and take out those moths, though how you do that is up to you. Just remember: kill any demon you coke across. Not even Tyrael's own demons could be trusted.