Sauron goes where???

[Tuor Turambar,Cursed by the Valar]

Since he was turned down by the Valar he was probably. just wandering the earth, with no shape or form, unable to inhabit any body or life form and just existing as a shadow. Like melkor in a way

I know i am returning to earlier in this topic, but i want to know something. How is this like melkor in a way?!?
I thought that melkor was trapped outside the circles of the world, and it was only his influence that remained. This is nothing like sauron!