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.
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.