Fey all began as another sentient race, such as human or dwarf. Magic shaped them in some way to be distinct from their race of ancestry or birth, although the differences are often small. For example, a dwarven vampire is still a dwarf.
A golem is any soul artificially placed within another body. This includes everything from zombies to animated constructs, and a huge variety of other forms. Typically speaking, superior bodies can host superior souls.