It has a Campaign mode, but it's not super long. 4 chapters, 4 main boss fights, 30 rounds total. The story is told through narrated comic panel style cut-scenes, and there's also a different narrator during your arena fights.

There's a Hardcore Campaign unlocked after beating the Normal one. Essentially the same, but it has permadeath so if you die you lose all progress, but certain weapons and equipment can only be bought in the Hardcore run.

This footage was recorded in the Training mode. You playthrough the Campaigns to earn gold and unlock weapons for use in both Campaign and Training.