Twilight Harbour is the Penultimate Level in the game, immediately before the final boss.
The 6 gears can be found progressively through the level, and can be destroyed with a flame attack. I'd advise clearing out any enemies in the area first of course, as this takes a bit of the pressure off.
Gear 1 is located after the whirlwind early in the level. Ride the whirlwind upward, and once you land look behind yourself. It will be mounted on the wall.
Gear 2 is at the exit of the following building, where you first encounter the large Gnorc with the gattling gun. Exit the building, and look back to the right of the doorway. The gear is roughly halfway up the door frame.
Gear 3 is in the next building, with large green tanks on either wall. As you enter the building, look to the right in the dark corner to find this gear.
Gear 4 is in the building with a large machine with a strong pink glow on one wall. Upon entering this building, turn around and look at the doorway you just came through. To the right of it will be the gear.
Gear 5 is at the exit of the same building as Gear 4. Drop out of the building and look at the ledge just behind you.
Gear 6 is at the very end of the level, where the "Return Home" portal is. There are 4 columns here, check behind the platform to your rear-left. Burn gear 6 and the achievement should pop.