Does anyone know how breen faces look like?
Kira and Dukat should - it would appear they removed the helmets of at least two Breen in "Indiscretion", in order to obtain the Breen suits they used for camouflage.
That is, unless they raided the clothes closet in that slave mine and took the suits from there, unused. But they did stun or kill several Breen, and it would be very difficult to imagine them
not removing their helmets out of sheer curiosity at some point. They weren't in any sort of a hurry, after all.
Do they pose a threat to the federation?
If allying with the enemies of the UFP, yes, apparently they do. But they were enemies of the Cardassians before the Dominion War, so perhaps the Feds rather liked them (even if they were among the suspects of wrongdoing in "Hero Worship" and ST:GEN). If they are credible enemies of the old Cardassian Union, and the old Cardassian Union was a credible enemy of the UFP, then the Breen Confederacy probably could be a threat to the UFP on its own...
Is there any other known vessel design except "Breen frigate"?
Not on screen. But on screen, we see several different sizes of that ship. And in VOY "Scorpion", we learn that the Breen use "organic-based vessels". Perhaps the type they use starts out small, and then grows?
In generally who are these peoples?
Apparently, folks for whom ways humans would consider evil are pretty routine. We have seen the Breen run a slave mine, practice piracy, be suspected of piracy, and be accused of general treacherousness. And reputedly they have lots of teen pregnancies... See the Memory Alpha article on them.
However, much of that might be sheer naughty propaganda, based on the actions of criminal Breen who only interact with our heroes because the nice Breen society does not tolerate them and casts them out.
Timo Saloniemi