ZIPPING HIS JACKET against the late fall wind, Helmut Lang crosses his broad yard to a gray barn, a gift from the heiress and photographer Adelaide de Menil back when Lang was a fashion designer renowned for his iconoclastic modernity. He transported the barn from her Long Island property to his East Hampton estate. Here, it became the obvious home for his studio a decade ago when Lang, having transformed how people dress, walked away from his namesake fashion house to devote himself to what he wanted to do all along: make art.

The...