Very little is actually known about The Mongol, apart from the fact that both he and the Immortal known as The Kurgan were the only survivors of a battle on the Asian steppes in the year A.D. 1535, and that he lost both his head and his Quickening to the Kurgan immediately afterward.
Not only was The Mongol beheaded by The Kurgan, but his horse as well; both rider and steed racing towards the opposing Immortal at breakneck speed during the duel. The Mongol's Quickening-energy served to trigger a strong vision for The Kurgan, showing him the identity and location of his next victim: the Scottish Highlands, and Connor MacLeod.
The character and scenes involving The Mongol originate in the novelization of the 1986 Highlander film (written by Garry Kilworth), but were retold and expanded upon in the 2009 Highlander Origins: The Kurgan comic book mini-series.
Differences between the two versions do exist, however, including the fact that, in the novelization, The Mongol is only The Kurgan's third Immortal kill ever, but in the comic book (set in the continuity of Highlander: The Series), The Mongol is but one of many Quickenings received by The Kurgan in his lifetime, Immortals being far more plentiful in that continuity.