The Brain of Mensis inhabits the Nightmare of Mensis.
The immense brain that Mensis retrieved from the nightmare
was indeed lined with eyes on the inside, but they were of
an evil sort, and the brain itself was terribly rotten.
But even still, it was a legitimate Great One, and left a relic.
A living relic, at that, which is a precious thing indeed.
Based on the fact that the Brain does not cause frenzy build up and has had metal pegs hammered into it in order to secure chains, the Brain appears to have been lifted out of the abyss like environment from which it can be dropped into. This also makes sense considering the Brain is said to have been "retrieved" from the Nightmare.