In my experiemce The Hell 2 has a visual glitch in Linux during the opening menus where they are all black. Judging from your screenshot and report of hearing audio you might be seeing the same thing - but in that case you mighy already be to the point where the game is playable.
Despite the black screen try interacting with the buttons with the mouse? Does the screen redraw itself in the vicinity of the mouse as you move it? If so, try to navigate the menu to start a new game.