You cannot learn about them, because they are made up. In each game you would only learn about the specific made up version of them. Or about the cliches and tropes the developer used. Our elves are different.
after all in most universes they appear in they do have vast cities
What universes would that be? Because the standard fantasy trope of an elf is the Tolkien elf. And those are very few people in numbers compared to humans and they live in the woods. They specifically do not build vast cities. So where do you get that notion of vast elven cities?
Having city builder elves would be a trope subversion. Just like woodland dwarves.