That Damn Dam
The Damn Dam starts right after Lo Wang reunites with Zilla, Motoko, and Tanuki. Motoko will start to harvest Hoji's mask Chi Power, but Lo Wang quickly notices that some part of Hoji is alive and linked to the mask, so he steals it and runs away to save his friend.
By completing this mission, you'll unlock a trophy/achievement called "Damn, That's a Big Dam."
Escaping from Zilla and Motoko
After grabbing the mask, you'll need to escape from Zilla and Motoko by traversing around The Indestructible Dam level.
Meeting the Seeking Shokera
Move forward until you reach an area with some enemies. Here, you'll be introduced to a new type of demon, the Seeking Shokera.
These demons will die with just a few shots, but they can fly around, making it hard to hit them or get close.
After dealing with the demons, shoot the Demonic Thorns on the tree and use the grappling hook to move forward.
Keep moving through the level. A few waves of Shogai and Kugutsu demons will appear on some parts of the paths, but they'll be only a few of them, so they shouldn't be too much trouble.
You'll be going up the mountain and then into a wrecked building. Eventually, you'll reach a part with a Finisher Orb and no apparent way to keep moving forward. Walk towards the orb.
You'll fall down almost immediately, so look quickly for a green disk where you can attach the grappling hook to prevent falling to your death.
You'll need to quickly use the next green disk and then jump towards the vine-covered wall to land on a piece of wreckage. From there, simply jump to the wooden ledges and follow the path until you reach a Demonic Thorn, shoot it, and wall run to keep moving forward.
When you reach the dome-like structure that has rotating blades on the inside.
Wait until there's a small gap between the blades to move up using the grappling hook. Then use the vines and the hook to keep moving up.
Keep traversing the area, and a cut scene will start where Lo Wang barely scapes the crumbling structure you just were in. After the cutscene is over, you'll have to fight a couple of demons, including Seeking Shokeras and Laser Shoguns.
Finding The Basilisk
Deal with all the enemies and shoot the Demonic Thorn covering a wall with green vines. Use the wall to go up and move forward; you'll find another firearm, The Basilisk.
This weapon deals massive amounts of damage, but it takes a few seconds to be ready to shoot a shot.
After getting the firearm, you'll be able to test its power on some nearby demons. After dealing with those enemies, shoot the Demonic Thorne and keep moving forward using the grappling hook.
Scaling the Dam
Grab the sphere and then look to the right to move forward using the grappling hook.
Keep following the path to scale the dam. Eventually, you'll find yourself inside a building where you have to shoot a yellow button from inside to activate a moving structure.
Doing so will break the wall in front of you, and you can move forward to an area where another fight will occur. Keep in mind that you can activate the structure to kill the enemies that are in its range during the fight.
After dealing with all the enemies, shoot the Demonic Thorn and use the grappling hook to get to the next area.
Meeting the Slinky Jakku
After moving a bit forward, you'll be introduced to a new demon type, the Slinky Jakku. These guys aren't that big of a threat, but their slinky-like body allows them to move around fast, making it challenging to shoot them.
Follow the Slinky Jakku until you reach an area full of enemies, deal with them.
After killing the demons, shoot or slash the Demonic Thorn blocking the door, and a cut scene will play, marking the end of this section of the game.