Nothing wrong with "studying" aka cybarcheology, it may be fun
"No desktop graphical interface (GUI) for initial setup, nor thereafter except through web-based packages such as Webmin. If a command line interface (typing text onto a black screen) seems too scary for you, you should look elsewhere. With Devil-Linux you are 'under the hood', you will get your hands a little bit dirty!"
I guess, you need to install Webmin yourself. Sorry, cant help much with Devil-Linux.