In fact it doesn't work with Linux that well. Well it isn't usable with Linux at all. I made some progress with udev rules hacking but didn't really got a solution.
Things that worked for me:
Surprisingly I got the hotkeys to work, they are reported as keyboard.
The display is somewhat useable when I load with evdev, but I really would prefer libinput. But evdev doesn't detect pressure sensitivity.
Here are my current udev rules, maybe someone spots what I did wrong.
ENV{ID_BUS}=="usb", ENV{ID_VENDOR_ID}=="5543", ENV{ID_MODEL_ID}=="004d", ENV{ID_INPUT}="1", ENV{ID_INPUT_JOYSTICK}="", ENV{ID_INPUT_TABLET}="1"
ATTRS{bInterfaceNumber}=="00", ENV{ID_BUS}=="usb", ENV{ID_VENDOR_ID}=="5543", ENV{ID_MODEL_ID}=="004d", ENV{ID_INPUT_TABLET}="1" # Stylus
ATTRS{bInterfaceNumber}=="01", ENV{ID_BUS}=="usb", ENV{ID_VENDOR_ID}=="5543", ENV{ID_MODEL_ID}=="004d", ENV{ID_INPUT_TABLET_PAD}="1" # Pad
ATTRS{bInterfaceNumber}=="02", ENV{ID_BUS}=="usb", ENV{ID_VENDOR_ID}=="5543", ENV{ID_MODEL_ID}=="004d", ENV{ID_INPUT_TABLET}="" # Keyboard
I literally tried all kind of combinations for the Stylus/Pen line but libinput keeps reporting: device does not meet tablet criteria.
I noticed that ID_INPUT_HEIGHT_MM and ID_INPUT_WIDTH_MM. I tried to add that by myself and it was added but didn't do anything and libinput still keeps complaining.

tl;dr: Don't buy the XP Pen Artist 22E (or 22) if you want to use it on Linux. I'm going to update this post when the situation changes.