Wait a second is it saying there are wicked spirits in heaven?
At the time St Paul wrote the Letter to the Ephesians, the Jews used the word "heaven" to describe several things. The first was the sky and the air around us where where birds flew and clouds floated. The second was the sphere where the moon and the planets and the stars moved. The highest heaven was where God resided:
2 Corinthians 12:2
I [Paul] know a man in Christ who fourteen years ago was caught up to the third heaven—whether in the body or out of the body I do not know, God knows.
It is the first of these heavens (the air and sky) where it was thought the demonic spirits moved and dominated.
We another example from Paul here:
Ephesians 2:2
In which you once walked, following the course of this world, following the prince of the power of the air, the spirit that is now at work in the sons of disobedience—
Hope that helps.