It was insinuated by Ardra that Fek'lhr is roughly the Klingon version of a devil. This is probably not a proper equivalent, however, as Kang says in TOS: "Day of the Dove" that Klingon beliefs do not recognize a devil archetype. (Star Trek: The Next Generation Companion) Fek'lhr is not considered a deity, either, because DS9: "Homefront" establishes that Klingon legend states that the Klingons killed their gods.
In Star Trek Online, the Fek'Ihri strongly resemble Fek'lhr. They are real creatures from outside normal space that attacked the Klingon Empire in ancient times and were commanded by Molor during his reign; it may have inspired the legend. They have now returned to invade the Empire, and Fek'lhr himself appears as the final enemy of the Fek'Ihri campaign. After scanning Fek'lhr's corpse, the player's Bridge Officers notice traces of Hur'q technology.