The company Lego.

A Lego piece.

A Lego.

A box of Legos.

A box of Lego pieces.

A Lego camera.

A camera made of Legos.

Those are the ways I would use it.

P.S. Someone said that Lego's is the plural form of Lego. It is not; it is the possessive. E.g. "How are Lego's stocks doing?" or "What's that Lego's color?"