It is highly recommended that the player eat all of the Steroids and do the bonus dungeons before taking on the final battle. They are fought at the very end of The Beyond, in a two wave fight.
Much like their predecessor Akron and unlike Godcat, the Devourer does not interact directly with the party at any given point (in fact, the existence of the Devourer is hardly implied until the actual final battle).
See Cosmic Gigalith and The Devourer for the first and second wave's bosses.