You need the game files from your CD/GOG in “sdmc:/3ds/devilutionx/” to play the game.

Diablo: “diabdat.mpq”

Diablo - Hellfire: “hellfire.mpq”, “hfmonk.mpq”, “hfmusic.mpq”, and “hfvoice.mpq”

Diablo Spawn (shareware): “spawn.mpq”