Just who is the Cowardly Lion?

So...you know in the Wizard of Oz how the Lion does his song about "Courage"? You know the lyric "What puts the ape in apricot?" -- I actually have nothing to say about that lyric other than how much I love it. No, what I really wanted to mention was this lyric from the same song -- "What makes the sphinx the seventh wonder?"

Question: How does he know about the sphinx when he's spent his whole life rambling through the woods of Oz? Or has he? Is he from our world? Is he really a lion? Is that just a clever costume? Did he sense that Toto was onto him and hence his scamper after the little yappy thing to get him to shut his mug? Maybe Toto could smell Kansas all over him like stink on doggie doo...

I ain't buying it. I just ain't.