The Yithidian Orb must be found and returned to the door where you start the game. It is found in Yithidia.
The Orb itself makes a very loud whirring sound as you get closer which ceases when the Orb is picked up.
When the Orb is picked up, the dungeon starts to shake periodically, creating purple explosions that cause fire and damage player. The Lich, despite being killed initially, will spawn right near exits on randomly generated floors. Static floors like well are unaffected.
When the orb is retrieved for the first time, an orb icon appears on the save file it was retrieved with "1" near it. Every next time the orb is returned back to the surface, the number increases. This number indicates the difficulty increase for the game on that file.