There are several routes in the game and this can be done with any of them. The easiest and quickest one to enter is Dog Princess's. Go south past Clocktown, down the mountain, and then follow the road south, past Rabbit Vineyard until you discover a dilapidated tower. Go there, interact with the door, and then leave. Come back to find two goblins and two bandits that will attack you. Leave again, the come back to find the door open. Go inside and go up to the second floor. Read the letter on the table and grab the key. Go into Dog Princess's room and watch the scene play out. Then, wake her up in the morning. She'll lock your companions in jail and you get the option to either enter her route or refuse. Choose to enter her route and you'll be locked in, but you may need to go to the overworld and do some sort of action (i.e. kill an enemy) for it to actually register.