This is the last story mission of the game and is unlocked upon completely filling the Satan’s Wrath meter on the menu screen. Go to the balcony marked on your map and go inside, where you’ll have to fight with Satan himself. You’re going to want a lot of damage and ammo for this boss, so if you don’t, then go farm some cash so you can upgrade weapons.
As far as attacks go, Satan will likely start off the fight by tossing some fireballs at you, so keep moving to avoid them. He may also lead off with a telekinesis grab of sorts, tossing you away after a short period. It’s probably not possible to avoid this attack, so just deal with it.
Once you bring his health down enough, Satan will disappear and summon a bunch of smoke clouds, essentially hiding in one of them. Shoot them all until you see that Satan reappears on his throne, which is when he’ll send regular demons after you.
While Satan is on his throne, he’ll erect a shield around him, which makes him impervious to all damage until you defeat enough of his demons. Well, that’s the entire fight, as Satan will keep doing this until he is eventually defeated. With his health all gone, go up to his body and press the button shown to end the battle.
You have a choice of five different endings after defeating Satan. However, you can always refight Satan and choose another ending if you want, so don’t worry about missing out.