Elim Garak once conducted a mission on Tzenketh while an agent in the Obsidian Order. During the operation he was trapped when a room's walls collapsed on him, causing an attack of claustrophobia. (DS9: "By Inferno's Light")
This planet was only mentioned in dialogue. It was first mentioned in "By Inferno's Light". In "The Adversary", it was referred to as the Tzenkethi homeworld.
According to the script for "By Inferno's Light", the pronunciation for this planet's name was "TSEN-keth". 
Benjamin Sisco states in "The Adversary" that the leader is called "the Autarch" suggesting that the Tzenkethi are an Autocracy.
According to Star Trek: Star Charts (p. 36) and Stellar Cartography: The Starfleet Reference Library ("Stellar Cartography", p. 11), this Alpha Quadrant planet was located in the Tzenketh star system, which was the capital system of the Tzenkethi Coalition. The primary was a M-class star.
In the MMO Star Trek Online, Tzenketh is present in the Alpha Quadrant, but not currently accessible. Season 12: Reckoning introduces its dominant species, the Tzenkethi, as a new adversary.
According to the Stellar Cartography: The Starfleet Reference Library ("The Dominion War: Strategy and Battles, 2373-75"), the Tzenkethi Coalition was neutral in the Dominion War.