Not much is known about their actual appearance for sure as the only member of the race appearing in the actual films is Frank and Frank is always in disguise as a small dog.
Judging by Frank's general behavior it is possible that Pugs are all very talkative aliens. Pugs can be defensive and overprotective as Frank attacked two agents in a crime scene during Men in Black II. In the first Men in Black, however, Frank displays a sophisticated knowledge of street-smart secrets that help Agent K and Agent J along their quest. It is likely that Pugs are pretty care-free aliens.