Behold the Man is not your typical Michael Moorcock book in that it is not part of his Eternal Champion world at all. Instead, it is set in this world- well, a this world in which time travel is possible (because you need a time travel paradox). But like most of his books, his hero is more anti-hero, not exactly the type of person you want to hang around with.
If you are religious and do not enjoy having your beliefs challenged, this is not a book for you. While it may not be heresy, it is most certainly blasphemy.