To enter the Maze, you need to craft a special key. Complete daily quests to get the parts for the key. You can find daily quests in the mission menu. You can't have more than three quests at the same time.

New quests will appear on a daily basis, but if you don't want to wait, you can start a new quest for orbs. When your key is ready, you will be able to enter the Maze.

But remember: a key is valid for one run only!