You pick continue after beating Lethice then return to camp. Ascension is under camp options.How exactly do you ascend? I beat the game once and it gave me an ending where I hunted down demons until I died of old age.
It's worth noting that you'll want to build up ascension points. You need them to get bonus perks.
Ascension points go up with the number of followers/lovers/slaves you have, the number of children you have, if you've completed quests (Urta's Fertility, Marble Purification, and Minerva's Purification), and what level you're at.