In the Mythical age, the primordial world in which the first prime was working to bring order over the reigning chaos, he created many things to achieve his goal. He created many things, and among them were the eight castles used by the reigning primes.
But there was another castle. The nineth fortress that belonged to Alexander Moon was never located. According to history, the fortress was destroyed by Alexander himself because it had to much power and could not be used by anyone.
But the books Ryuga found had a different information concerning the matter. The nineth fortress was sealed out of the universal bounds. The fortress was hidden because its presence would put the rest of the eight universes in danger.