Death Knights were born from the most twisted and greedy generals and soldiers who met death on the battlefield during the war. Those with enough jealousy, avarice and vengeance to motivate them beyond the grave.
This scene shows Hellboy as the King of Hell. I think it's quite interesting that he is surrounded by fire and burning city off in the distance. Plus, I think it's cool to see that devil is always associated with having horns on his forehead.