I'm pretty sure they were published like/as novels at some point (or at least small novel sized collections of small numbers of stories). I'm also pretty sure you can get them as a weighty collected-stories tome.

It's kind of Like the Bond stories, in that to all intents and purposes they are Robert E Howard and him alone, but other people have had a crack at it in the years since and which YMMV with.

Conan stories are about Conan. Even crossover cameos are rare, few and far between. However, I'm sure he did set several of his other series in the same setting, including far before them chronologically, possibly far after, and maybe one or two roughly contemporary. Not so sure of the last one.