You will need to complete Alphas and the Impresario before having access to this Side Story. After helping the Impresario, speak to him again to learn that Kit ended up going with Lyblac to the Ruins of Hornburg. This Side Story entails you to head to the Ruins of Hornburg, which is located southeast of Everhold, and defeat the superboss within the Gate of Finis. Remember that once you venture inside the gate, you will not be able to leave or save your game, so everything must be done in one go. All information pertaining to this can be found on The Gate of Finis.