You can find the full map with all collectibles here :
This achievement also include the extra level available trought the white portal after beating the game.https://gamefaqs.gamespot.com/pc/243965-touhou-luna-nights/m...
To see your item progress press Start and you will see your inventory on the top left near the map.
if completed, it should look like this :
credit to : https://gamefaqs.gamespot.com/community/chris_gunsoo