Dunno why I'm even writing this in 2023, but here we go:
The game is completely linear and consists of 40 story levels spanned across six episodes:
1. Da Vinci's Hideout
2. Victoria's Laboratory
3. The Factory of A Better Tomorrow
4. Avalonia
5. Eve's Asylum
6. The Cosmos
The first five episodes have seven story levels each, and will earn you five unmissable trophies upon completion.
The sixth episode only has five story levels, and completing it will immediately unlock this trophy.
Note that each episode also has several versus/challenge levels that may be safely skipped.