You can't start a game as the Infernals or Mercurians, but you certainly can play as them.
The Infernals enter the game late, as soon as a player researches the Infernal Pact tech (which requires the AV state religion); if you are the first to reseach it, then you are given the option to switch. (Note that I believe I've heard there is a multiplayer bug that causes all human players to switch, so in multiplayer choose "no" and then reload. Also, in single player, it will reset your options, so you should go to the options and change something, anything, and change it back if you want.)
The Mercurians enter the game whenever someone builds the Mercurian Gate wonder (requires Fanaticism, you cannot build it if your religion is AV). They Start with a permanent alliance with the civ that builds it, and they automatically declare war on all AV civs. The builder of the game can switch to this civ just like first civ to research Infernal Pact can switch to Infernals (and with the same potential problems)
If you start a custom game you can select Auric Ulvin (the Illian leader) and play as the Illians, but the Illians will not show up otherwise. Until you select him, his civ will not show up, so you cannot play him in an unrestricted leaders game.
Most of this civ's special features are not implemented yet. It will be very important in Ice, so you can expect that it will become much more flushed out by then, and be made playable. (Auric Ulvin is the slain God of Winter, Mulcarn from the AoI scenario, reincarnated as a moral, and the Illians are the remnant of his followers who are now trying to help him regain his divinity)
Civs can be made playable by editing the <bPlayable> and <baiPlayable> tags in CIV4CivilizationInfos.xml. 0 is not playable, 1 is playable.
