You unlock the stage by entering 8-5 Court Back Side and going straight ahead after crossing the guards and talking to the old man
As you enter the snowy mountain, there is a strong blizzard. You can see a monument piece surrounded by flowers. Pick up the piece and go straight ahead and interact with the grey slate. It will show part of a story of the past. After the cut scene, the torches at the left will come alive and melt the ice blocking that path. There you'll have to fight some monsters. Defeating them will open a path ahead and reveal another monument piece. Taking it back to the center piece will show you the second part of the story, which gets sadder.
Now torches towards the right will come alive and open that path. Going through the path will take you to a frozen lake with 4 small stones that you need to move to the red buttons on the ice lake, which will open a path straight ahead and reveal the third monument piece. Similarly, after watching the third part of the tragic story, the torches on the north will come alive and open the path. You will see 4 large blocks that you need to move on the 2 red switches, which will reveal the fourth and final monument piece and the conclusion of the story.
After the last part is shown, the blizzard suddenly stops and the snow melts to reveal a garden. It will also remove the ice cube that was blocking the path on the right immediately after entering the world. When you go that side, you can claim the chest which contains gold coins, xp and an equipment. Once you break the Demon Altar, you can finished the stage and earn a sub-stage star.