Pathfinder: Wrath of the Righteous allows you to play as an infernal devil. You must unlock the Devil Mythic Path to do this. You can learn how to unlock this Mythic Path below.
You must first start off choosing the Azata or Aeon Mythic Path first. It is recommended to choose Aeon simply because that path requires you to be lawful and devils are lawful evil. This just makes it easier.
After you have taken Drezen, a devil named Melies will appear in your court. Take Melies on as an advisor. Refusing him will not let you unlock the Devil Mythic Path. Do the tasks he asks of you as this will put you in the devil's good favor. You must also confirm your Aeon or Azata Mythic Path choice to unlock the Devil Mythic Path.
Later, after you return from the Abyss a group of devils will hold a trial for you at the Crossroads. You must pass the diplomacy checks to unlock the Devil Mythic Path. Fail to pass the check and you will have to fight off the devils which is difficult. If you pass the check, you will be given the option to forsake your former Mythic Path and sign the devil's contract to become a Devil.
For more information on Pathfinder: Wrath of the Righteous, check out How stealth works in Pathfinder: Wrath of the Righteous and How to equip Finnean the talking weapon in Pathfinder: Wrath of the Righteous? on Pro Game Guides.