Bring up the character menu during gameplay with X or 0. The second last option is Save.
Most of the CG can easily be unlocked with a bit of experimenting, but...
Once you gain control of your character, head 2 screens East. You'll find a blinking item on the lower leftermost section of this map, plus a CG. The item is a key which opens the door closest to you during your return trip. It's a room with 2 beds. Selecting the cupboard at the upper rightmost corner results in a Bad End.
Return to the starting area and take the stairs to the next floor. Move to the next screen on the right of the area, and keep walking until you get a CG from a purple tentacle, with another one fleeing for its life. You can either continue to the next screen to the right, which has a safe and a hole on the floor, to a Bad End.
In either case, remember the area with the cupboard Bad End? Return to the outside corridor of that screen to be greeted to a purple tentacle breaking into a room. Follow it. You'll be treated to a scene of the tentacle terrorising a guard, with both fleeing. The guard will give you a key if the tentacle's gone, so look for it and show that guard how it's done. You'll find the guard hiding behind the bars in the upper left corner.
My memory's a bit hazy at this point, but return to the next floor and try opening the door in the middle. After the scene, go back downstairs and go to the room at the left. Talk to the two guys at the table if you wish. Above the guard is a lone bookcase, go to its left flank and interact with it to push it aside. In the following corridor, the crack in the middle will send you to a Bad End. Otherwise, continue on to the next room, which contains a Hammer (in a chest) and a guy who'll give you a... bomb? If you remember your very first Bad End, this bomb will be used to destroy the black tentacle for another CG, not a Bad End this time.
Back on the second floor. If you follow the rooms to the left, you'll end up in a library. Selecting the urn in the middle, your first choice is to jump in (Bad End), break with hammer or leave it alone. Breaking it will give you a key with which you can gain an item in the top left corner. Return to the main area of the second floor.
Go to the next room to the right. If you take the first door, and attempt to get to the next area, the item you gained from the library should have a black tentacle ambush you for a CG. There's nothing else important in the following rooms to my knowledge, so return to the corridor. Taking the next door, to a messy room, you can find a crack on the wall near the top right corner. Break with hammer to reveal a box with a rope ladder. Back to the corridor.
The final room, to the right of the corridor, will have the Safe (contains key to Boss room, combination 6355), or the hole on the ground. If this is your first go at it after following this walkthrough, your choices are: set up ladder, jump in (Bad End) and leave it alone.
Since I don't know what this supposed "item at B1" is, unlocking the Boss door at this point should give you a CG, a failed attempt at beating the boss, then a Bad End CG.
