First, you need to unlock Concetta by finding and clearing the coffin in the Gallo Tower stage. While you're here, if you haven't already unlocked it, head north until you find the Randomazzo, kill the monsters around it and collect it. Once you've done that, you can purchase Concetta in the character selection screen. Load her up in a level and reach level 50 (not 99) to unlock. I like to use the Inlaid Library for the character levelling achievements.