Extreme Monsters have yet to come out in the TCG/OTG. All extreme monsters start with XE, otherwise they are fakes. They cannot be special summoned, only normal summoned by Extreme Summoning .
They made they're first appearence in the Dark Revolution booster packs (only in manga so far). They are not in the Extra Deck, just like rituals.
Extreme monsters are a good addition to a deck because they will never get banned, as they all need you to pay life points to activate their bizzare effects.
This is by-far all the information avaliable.