Indeed, Howard and Lovecraft contributed quite a bit of material to each other's works, and Howard did use the Cthulhu Mythos in some of his stories (such as "Worms of the Earth" and "The Black Stone"). But no Cthulhu Mythos material appears in any of Howard's Conan stories (I don't read the garbage by back-stabbing "posthumous collaborators" like de Camp, so God knows what is in there). The Outer Gods, Old Ones, and all of these alien races are nowhere to be seen in Howard's Conan stories. All of the gods mentioned are either anthropomorphic (Mitra, Ymir, Bel) or animal gods (Set, Hanuman).
Quite frankly, I'm hard pressed to think of very many examples of cults in the stories at all. Usually Conan encounters a lone sorcerer, who may or may not have any religious component to his nefarious activities. I suppose, if you want to stretch a point, he does run up against Set-worshippers in Stygia in The Hour of the Dragon. But Set-worship is the state religion of Stygia, so that's hardly a hidden or secretive cult. Honestly, the whole thing sounds like it was probably inspired by the pastiches written by hacks like de Camp, or even by pitiful trash like the Schwarzenegger movies, rather than by Howard's actual stories.
Anyway, I don't object in principle to a game adding the Cthulhu Mythos and tons of cults to Conan's world (although I do think it's somewhat incongruous to the milieu as Howard conceived it), but doing so while claiming to be presenting an authentic Howard Conan experience is pretty rich, and makes me question the credentials of the alleged scholars doing so.