A CyberKing was a Dreadnought-class ship whose pilot was integrated into it, making it the CyberKing. It was a huge bipedal robot operated by a living controller. These ships were used to front a Cyberman invasion by crippling whole cities and upgrading their populations en masse. They were the largest, if not the most powerful, weapons utilised by the Cybermen in battle.
This particular CyberKing was created for the game. The CyberKing that appeared in the show also appears as an Easter Egg. The game clarifies it as Mercy Hartigan as she was the Cyber Leader of that CyberKing.