These achievements are all obtained by collecting three lights on all 6 Chapters (1 achievement per Chapter). In order for the three lights to count, you must reach the exit portal after collecting ALL the lights. They must be collected at the same time, not individually on separate plays of the level. Each Chapter has 20 levels, meaning in total you will have to collect 360 lights.
Currently, video guides only exist for the first 4 Chapters of the iPhone version. A good collection of them can be found HERE, compliments of contrejourguide.com. Most of these videos show speedruns of the levels, but remember, time does not factor into these achievements in any way. The video guides should be used more for technique than an absolute solution to the levels, especially considering the NOTE below.
NOTE: Some of the levels in the Windows Phone version of the game differ from the iOS version of the game (usually only slightly, but often make the level more challenging), and in many cases are numbered a little differently. For example, Level 1-17 in the Windows Phone version is numbered as 1-18 in the iOS version, and actually has an added enemy to avoid that the iOS version does not.