Think of it as the real world exists in parallel with all the supernatural beings of the world. Everywhere is dangerous, its just the 'normal' people dont know it. The supernaturals live everywhere, and there are wars going on in the shadows between them. Whilst some (Vampires, Werewolves, Mages, Changlings) fight their own battles and make sure the humans never find out about them, other creatures (such as the sworn enemies of said factions ie. The Pure, Vampire Hunters, Spirits) do what they want without care, they have their own perverse set of rules they follow. But essentially its all about waging war across cityscapes etc whilst trying to make sure no-one finds out about your kind. Its essentially a real dark and brooding and brutal game. Werewolf being the easiest to survive in, due to the fact werewolves regenerate, it is quite easy for people to die to random occurances. For example in one of our games, the group got approached by a group of men with knives, and they stood a real strong chance of one of them dying there. Because they couldnt let normal people see their powers (ie reveal themselves) they were essentially normal people. And if they hadnt gotten lucky, someone would have ended up dead.
But thats the game, Werewolf is all about protecting your turf from spirits and other beings and hunting down your enemies whilst also roaming into the spirit world to make sure they are all kept in check. All whilst also running your normal lives and trying not to be discovered.