There are only 6 secrets in the first 4 levels. No secret in level 5 (boss level). If you collected those and finished the game you will have every achievement, except one. For this last one just get 100% kills and all secrets in one level. Easiest for that is level 1, cause it has only one secret and few enemies. Also keep in mind that achievement only pop up when you have closed the game.
Right at the beginning, go to the backside of the statue. There will be a button, push it. Later in the level, when you pick up the red key, a door will be opened right next to it with the secret inside.
After the blue door, behind a statue, push the skull. Then go back, near the main area, opposite where you can buy shotgun shells, a little cage will be opened with the secret inside.
Right before the yellow door, easy to see. You have to do a bit of jumping here. I suggest you to quick save before trying to get it.
Once you are "outside", turn right, go up the ramp. Follow the path till you can turn right again. Then jump off the ledge on the left side to get the secret.
From the yellow door, go left till you get to the next nook and go through the wall.
Almost at the beginning of the level, before the red door, use the teleport gun on the right side to get in that nook. There is the last secret.