The Hephaestus Room is on the St. Francis Folly level. To get this achievement you have to enter through the Hephaestus doorway, get the key and return to the Hephaestus doorway without being struck by lightning.
Enter the lightning room then save. You need to lower the gate in front of you. To do this you must stand on the four raised squares near the corners. From the side you start on, wait for a raised square to lower then jump to it and jump back then do this for the other square on this side. Next you need to cross to the other side. Watch the patterns in the floor and always stay on low squares. Once you are on the other side, wait for a raised square to lower, jump to it then jump back and repeat for the last square. If you get hit by lightning, reload.
Complete the puzzle with the hammer, blocks and busts, get the key and then save. Return to the lightning room and cross the floor, staying on the low squares. If you get hit by lightning, reload. Once you reach the Hephaestus doorway you will get the achievement.