It never gets mentioned and they probably do not since there's no evidence for it. Although an interesting thing that's barely connected to this is that all the creatures in the games must be very small, as bugs can only grow so large due to their anatomy and the way they use to absorb oxygen into their bodies. Bugs that are the size of a human are anatomically impossible in this day an age due to the oxygen concentration being very low compared to the carboniferous (16% now compared to ~40% back then), back when bugs could grow to be several meters in size. Concentration of oxygen in air in the world of Hollow Knight must be similar to IRL (or at least within that ballpark) since a concentration that's much higher than that would basically make it so that even a small spark or fire source could burn the entire world, so the kingdoms in the games are possibly the size of a large terrarium