You just keep choosing the give-up/give-in option when facing Violet until she attaches herself to you as a sort of outfit that gives you extra health and magic. If she was snatched by the demoness-(which would happen if you lose to the demoness while wearing her)-though I heard that "let her win" refers to letting the demoness win until you get her relationship bar up high enough that she's willing to let Violet go and that should allow you to start raising her bar up again.