The Xen is both a classification for the various species of flora and fauna and the name of a dimension. The Xen species are not inherently native to the Xen dimension. Instead, creatures like Headcrabs and Lightning Dogs come from another dimension entirely. They ended up trapped in a space between dimensions, Xen. Thanks to the Black Mesa incident, they are now rampaging/growing throughout City 17. The home planet or planets these species come from are currently unknown. The Vortigaunt came to Earth from Xen, most if not all initially as enslaved batteries for Combine machinery.