these is optional, you only need the 7 goddess materia. but to answer the question, you need to go to the oblivion lake fight the 5 monsters that appear from the life stream. This opens a bridge to a place called the Cage of binding. (i suggest opening every cell you can) the door here is opened using the Goddess Base key. you get this by fighting the purple Funny Faces called 'Nightmares.' you continue through these cells opening the doors by fighting enemies for their keys until you get to the end and receive the 'Iron Bars Keys.' to fight the behemoth.
This is the order you need the keys and what you fight to get them:
Base key: Nightmare, Funny Face
Sacral Key: Nightmare, Funny Face
Solar key: Mover, Mover
Heart key: Mover, Mover
Throat key: Death Machine, Sweeper
Third Eye key: Evil Eye, On-Eye
Crown key: Grosspanzer, General Tank
Wing key: Behemoth King
After fighting the behemoth you receive the Wing Key to open the last door, in this door you receive the prize.
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