He earns Devil Gauge by just shooting or taunting or fighting. Very easy to fill up in a fight. And he can trigger Devil Mode when he has 3 runes level at the Devil Gauge (8 being the max) (And that's DMC1, DMC2 is different, and DMC3 would likely be different).
So basically, it is the satisfaction that he gains in combat which would fill his Devil gauge.
Threaded Mode