After you meet the Devil, you will get thrown into a maze. In this maze you have to find a blue key. It will be floating on a circular platform somewhere in the maze at a dead end. (You will see a blue aura).
As you go through the maze you can see doors to trigger sex scenes (these are really required to complete the maze).
Once you find the blue key, just bring it to the gate with the key symbol on it and complete the maze.
Do this a few times until the game is over.
I Saw the Devil!
To unlock this achievement you just need to start the game, it will unlock with the first cut-scene.
Apple of Knowledge!
This is the miss-able achievement. Basically after each maze, you talk with the Devil. Instead of choosing to have sex with whatever demon is by his side (I know, it will be hard to decline that human centipede), you have to just ask questions. So keep asking questions until you get sent into the next maze. If you missed this achievement, you can just start from Chapter 3 when you go to load the game.
For this achievement, you have to have sex with all the demons next to the Devil after each maze. This is miss-able if you went for apple of knowledge first. So if you missed this, just go to Chapter 3 and do each maze over again while having sex with each demon during the question phases with the Devil. Once you get to the end, instead of having sex with Devil, choose to ask more questions.
For this achievement, when you reach the end of the game, click the option “I want to be a woman, and then have sex with you”. After the sex scene, ask some questions until the final cutscene. You can get this option when going for either Apple of Knowledge or Dead End.