At the bottom of the stairs that lead from the ground floor to the Guest Rooms, there's a key called the Key of Old Habits. This unlocks a door on the ground floor. Go to the Casino entrance where there are two statues and a sign saying Welcome to the Sexy Brutale. There's a door to the left of the statues. Go through there. Unlock the door at the end of that hall and go through it to get the achievement.