During first visit to Democratus:
1. Enter Votowne area
2. Talk to Mawn [the guy at the bottom of the stairs, on the right, near a poster].
3. Keep clicking him [~400 times]
4. :-)

There is one non-linear part of the game [that I'm aware of] - Save before you go to Limbus - Boots & Democratus are a must but you can choose third party member: Rho, Stiletto or PAL - each of them with their own solo adventure [after Villain Ship]. I would strongly recommend Stiletto.

Something I just noticed, after having already played this game through about a half-dozen times--

On the shuttle destination select screen, you can see the Villain Ship flying around. Seems to usually be around Hephaestus.