Where can I find the original legend of Pan's Labyrinth?

Del Toro stated that he considers the story to be a parable, influenced by fairy tales, and that it addresses and continues themes related to his earlier film The Devil's Backbone, to which Pan's Labyrinth is a spiritual sequel, according to del Toro in his director's commentary on the DVD. The original Spanish title refers to the mythological fauns of Greek mythology, while the English title refers specifically to the faun-like Greek character Pan (as do the titles used in other languages, including German, Pans Labyrinth and French, Le Labyrinthe de Pan). However, del Toro has stated that the faun in the film is not Pan.

It's a film. I dont know if the script was based on some Spanish book or short story but there's no legend about Pan's Labyrinth I know of.

There appear to be some bits of folklore mixed in and use of archetypical themes but most of it is clearly a work of fiction.