And about getting to that place, pay attention, the way is kinda long, but it's worth it:
-First, you have to go to the Red streetlight world, go to the pole with four lights (Gray road)
-Then, from there, go up (just passing a little from the railroad), then left to the stairs (Green World)
-Once there, you will have to go to Neon World, there is a cube to the northeast of the entrance, it will take you to the Construction Frame Building
-There, you take the elevator to the top floor and interact with a screw behind de door (Cog Maze)
-In Cog Maze, just follow the map to the Forest Pier http://yume2kki.wikia.com/wiki/File:2kki-map-cog.png
-Now that you made it to this place, things get a little tricky, go to the Abandoned Factory through the correct way according the version you play
-Once in the factory, get to the part where there are some signs with numbers on them, go to the one that leads you to Big Red
-Once Big Red took you to a place where there are windmills, go to the northeast, then continue to the north, you will get to a place that is like a maze with some pipes in the foreground (some parts of the floor are white)
-In that factory-like place, you will have to find your way to the north, you will get to a place that looks like another part of the Abandoned Factory
-(If I remember well) There are some lamps hanging, go to the north, there would be an entrance to a place that looks like a combination between Venece and Greece.
-There you will have to go to the east and get down some ladders, when you see a door near a dead end, enter there, it will take you to the Chaotic Buildings
-Once there, follow the only way there is until you get near a place that looks like a mansion with a crystal infront of it (the picture I uploaded some days ago)
-From the crystal, go west and you will have to get through a little maze there, if you follow it correctly, you will enter a zone that looks a little like an abandoned hotel. There is only one way that leads to somewhat a hall (you enter there from a door in the left), the right door takes you to the Underground, the only comparision I know for that place would be with a chapel or a church.
Clear as mud, huh?
(Took from 'KenjiMinamoto')