After a reader pointed out that the default AUTOEXEC.BAT bypasses the EXE that shows the screen and generates the starting dungeon, I've altered the file so it now does that, so you can see the intro screen and pick difficulty like one would expect.
You start in a small village area with other humans, and then drop down a hole to find the demons, after picking up the gun and ammo. Exits to levels are of the same kind of "drop down a hole" type interface. Although the resolution is very low, there are multiple monster types and the scenery does change between levels.