Your first objective is, to find and beat the NitenDolls ... they used to be somewhere at the hotel, but I haven´t seen them for a while ...
Your second objective is, to gather as much wealth (jewelry) as possible ... you need cash to pay the game fee ... and to reverse all (unwanted) modifications the game forced on your MC ...
In any case ... you don´t "win" the game ... you just "beat" it one way or the other ...