Canonically, you'll get the most bang for your buck about Leng in Lovecraft's Dream Cycle stories (notably in "The Dream Quest of Unknown Kadath.") Leng and its denizens exist in the Dreamlands, primarily, though IIRC Leng itself kind of fades in and out of connection with the real world (like Brigadoon and similar fictional locales).
It is known to be the land from which the mysterious race of slavers known as the Men of Leng come from, unsurprisingly. The men of Leng appear somewhat similar to traditional depictions of satyrs or fauns (man-like, but with hooves and horns) or like some depictions of the devil. The men of Leng serve and/or worship the pale amorphous moon beasts, and once warred with the purplish, bloated spiders of Leng.
As I noted, your best description of Leng will be in Dream-Quest, although I believe some of the other authors in the Lovecraft mythos may have used them.
Non-canonically, the Pathfinder RPG has provided statistics for the Men of Leng ("denizens" as they call them) and various other Dreamlands beasties, and there is an Adventure Path (the Strange Aeons AP) that puts PCs in direct contact with the Dreamlands- including Leng- as well as other Lovecraftian elements; including a trip to the distant alien city of Carcosa by the very end.
In my article reimagining my "Dark Glantri
" vision for Threshold Magazine #2, I included references to the men of Leng, tying the dimension of Nightmare in with the Dreamlands of Cthulhu mythos. The men of Leng could be an offshoot (or just plain evil version) of the diaboli, or they could be an entirely different sort of creature.