Normally, I would just utilize the spoiler tags, but there are a lot of people who loved these books right up until the end.
WARNING: MASSIVE SPOILER DISCUSSION REGARDING THE VERY END OF THE BOOKS
The end of book 7, The Dark Tower, sees Roland finally reach the very top of the tower. He realizes that much (most?) of his journey has been a sort time-loop where he relives his journey over and over again. With this, he is transported back to the Battle of Jericho.
It is implied that if Roland can make the right decisions, he might be able to escape this purgatory and stop reliving the whole thing. It is my understanding that this whole time-loop is a sort of personal hell (or purgatory). This entire existence is built around Roland and his journey to punish him.
During the course of the books, we follow characters other than Roland: Eddie, Susannah, Jake, Mordred, Callahan, and even other more secondary characters. These portions of the story are certainly entwined with Roland's story as they all directly affect his quest in some way.
Clearly, all of these other characters existed at some point - though we have no clue just how many times Roland has gone through this loop.
Here is where things get a little fuzzy on my understanding.
When Gan/The Dark Tower/whatever force keeps Roland in this loop spins this reality, are these other characters also fully recreated as well? For example, is the Eddie Dean that exists in this looped-reality a fully realized character? Can he make actual choices of his own, or is he just a sort of puppet which exists to test Roland? I get that Roland is being punished and tested, but if all of these other characters also actually exist, then they are being punished and tested too.