The first secret (sector #237) is just behind the start, you open it from the switch in the red room on the right.
In the same red room, there is a lift on the the right of the switch. Go down, take the teleporter, kill the zombies and open the wooden door (sector #172).
The third and fourth secrets (sectors #17 and #18) are the two imp cages in the throne room. You can enter there from the start of the tentacle tunnels.
The fifth secret (sector #238) can be reached from the up-right branch of the red pentagram, use the lift down then use the right gothic face, and enter. You will get a blue armor.
The way out of this area, on the left to the blue key room is a secret (sector #150) too.
These are not counted as secrets, but they are two other places of interest:
You wonder what the right eye switch in the throne room is doing: turn around, a lift has been lowered. Hit the switch down there: reach up left of the red pentagram (down the lift) and get the soulsphere.
Before going in the bloody labyrinth, hit the hidden switch back on the right of the teleporter (near the corner, on the door to go out the labyrinth) that brings you back in the first zone (down left the red pentagram), it opens a teleporter in the left of the blue armor zone.