The King of the Wild Hunt is in fact Eredin, an Aen Elle elf. In his world, Eredin leads Dearg Ruadhri, the 'Red Riders'. In The Tower of the Swallow, he and Avallac'h lured Ciri to the titular tower which led to her imprisonment in the world belonging to Aen Elle.
There the duo tried to force her to beget a child with Auberon Muircetach in order to harness her powers; but, Eredin ruined the plan by unwillingly murdering Auberon.
Ciri managed to escape with the help of the unicorns. The King of the Wild Hunt later sought Yennefer and Geralt in order to find Ciri once again. He captured Yennefer, prompting Geralt to recruit Letho and the Witchers from the School of the Viper to try and fight the hunt. Though they did damage, the sheer numbers meant it was impossible for the Witchers to win. In desperation, Geralt offered to trade his soul for Yennefer. Eredin agreed to the deal and releases Yennefer. Geralt was then brought into the Wild Hunt, serving them for some time before Ciri was able to free him.