Hellboy isn't from Marvel. It has its own unique universe and publishing house, which is Dark Horse. The character and stories have distinct characteristics that set it apart from Marvel's offerings.
Hellboy was not a Marvel comic. It has its own unique universe and was produced by Dark Horse. The character and storylines are distinct from anything in the Marvel universe.
Yes, Hellboy is considered a superhero comic. It features a supernatural hero with special powers and battles against various villains and supernatural threats.