The methods of working with them are as varied as the magicians that do. You can use sigil magick, evocation, invocation, lucid dreaming, and everything in between.
Some people believe the entities are “real,” (as in, pre-existing Lovecraft), while others do not. However, it really doesn’t matter because as any good magician knows, if you can invest something with enough belief, anything can be worked with magically.
However, I would say that Donald Tyson’s version of Lovecraftian magick is probably the safest, or as safe as any magick can truly be said to be.