Adventure, Psychological Thriller and Suspense, Literary Fiction
Let's take these one at a time:
Adventure. You've got a boat. You've got hippos. You've got cannibals, heads on sticks, and a white guy who's gone "native." Sounds like an adventure to us.
Psychological Thriller. At the same time, we have to admit that Heart of Darkness is a little light on the action. This is no summer blockbuster. It's much more of a twisted journey into the dark interior of a madman's mind than it is a journey into the dark interior of a continent—which lets us slap on a "psychological thriller" sticker.
Literary Fiction. "Literary fiction" is basically a euphemism for "required reading." Since the odds are better than even that you're here exactly because you're being required to read Heart of Darkness—yup, sounds like literary fiction to us.
Okay, want a better definition? Literary fiction tends to focus more on character and psychological development than plot and action, and its goals isn't to entertain you so much as to go, "Hm, I never thought about that before. Sounds to us like Heart of Darkness fits the bill.