The Locust Horde is a caste-based society, which operates similar to bees in a hive. There are tons of different kinds--Wretches, Drones, Therons, and, of course, the bigger ones such as Corpsers and Brumaks. Seeing as the humanoid Locusts are descendents of humans, we're guessing the other creatures are Imulsion-infused animals that were native to Sera. At the top of the chain, though, is the Queen, Myrrah, who--oddly enough--is...a human?
How do we know this? Well, all Locusts are technically lambent on a cellular level, as they were humans transformed by Imulsion. When the Imulsion-killing device was activated at the end of Gears of War 3, Myrrah was not harmed: thus, she is not a Locust. Either that, or she was somehow immune to the effects of the machine. We're not really sure where she came from, or why the Locusts obey her, but she's definitely the one in control.