This is a simulation of famous punishments meted out in Greek mythology. That's it. Basically, we pick a character and endure the punishment. But seeing as how we're a gamer sitting in front of a computer and not (thank goodness) undergoing the actual physical torment, this amounts more to tedium than anything else.
One normally expects that these takes on mythology will involve some subversion or other, but it appears that the only subversion here is the inclusion of Zeno (of Zeno's Paradox) as a possible identity. If there's anything more than that, I haven't found it; and I've looked in the walkthrough, too, which I assume lays out the whole game and not just the obvious bits.
So, as a game, there's really no way to win or to bring this to a satisfactory conclusion. As a story ... well, there's really not enough to put us there and make the experience anything more than a clinical, matter-of-fact description. We don't feel the angst or the anguish, and I, for one, wonder at the point.
As a breakfast, this is a pretzel stick. Nothing much to it, except maybe someone had a bit of fun braiding it. You'll leave the table thirsty.