There are five major warp gates which connect to different worlds marked by a large cubes which can be rotated around to select where to warp. The stages with the large warp gates are noted by the larger hexagons on the map. Most of these will be discovered through basic play, but one in the industrial (red brick) zone is a well which warps Gomez to the sewer section when you press down. It's still a standard warp gate once you get there; it's just not sitting out in the open as the others are.
It's difficult to give better directions to these. I'm basically posting this guide to describe what the game wants from the achievement and to note the unusual well warp to be found which may be overlooked by some players.