Soul Hackers 2

Demons are fused at Cirque de Goumaden, which is basically the only thing in Roppo Realm bar some side quests (and after a point, a shop). You don't get access until you clear Arrow's Soul Matrix 1F, which you need to do as part of the main story. Once you have access, select Fusion -> Special Fusion. These are set to require specific demons, rather than the more freeform approach in Normal Fusion.

You need to do all of them for the 100% compendium achievement anyway, so perform any of them to unlock this achievement.