Each level requires you to complete a challenge to reach the next level. In total, there are 29 dwarves to be saved, 30 levels to collect gold, 8 special chests to be found and 23 levels to catch monsters.
Finding the trapped dwarf:
The dwarves are encased in a large, light blue crystal.
Mining all gold:
The last gold block to mine, will flicker brightly.
Finding the hidden treasure chest:
The blue and gold hidden chests contain useful tech items.
A Monster Trap needs to be used to complete this mission. Sometimes only one type of monster needs to be caught and sometimes only a limited amount of monsters.