All characters in this game, save Holmes and Watson, really did exist at the time of the Jack the Ripper murders.
In reality, Sir Arthur Conan Doyle only introduced Sherlock Holmes to the world the year before the Jack the Ripper murders took place, and it was not until 3 years after-wards (i.e. in 1891) that the fictional detective was well known to the public, incidentally this was also the year the case was filed away.