Kenyo are an breed of demonic monster that exist only in the anime. During the Battle of Sekigahara, a shooting star fell, turning the tide of victory to the Eastern Army; an explosion from the asteroid turned certain humans into monsters called Kenyou. Many villainous characters in the anime are Kenyou, to the point where no human villains seem to exist. It is never explained whether their evil intentions were originally part of their personalities, or were acquired with their mutated forms.
The kenyou are exclusively in the anime, and do not appear in the manga (where all of the characters that the anime identifies as kenyou are human with extraordinary powers). Nearly all the antagonists in the anime eventually transform into monsters, which is one of the biggest differences between the manga and anime.