He goes into more details on his site, but in a nutshell he says:
So: Read the Lovecraft story, read Ken’s commentary, listen to the podcast. When something catches my fancy anywhere along the process, or if I need a pronunciation of a name, I pull out Cthulhiana. The latter is interesting because it pulls in other authors’ works. It cites where characters, places, creatures and books appear in other stories, so if I dig a particular idea I know where to seek out more.I say again: Brilliant!