To unlock Eve simply beat two floors in a row without picking up hearts. To unlock challenge 4: ‘Darkness Falls’ you need to defeat Isaac while playing as Eve.
For example challenge 17: ‘Waka Waka’ unlocks the item death’s touch which turns Isaac’s tears into powerful scythes. Every challenge you beat unlocks an item on that save file. Challenges 1, 2, 3, 12, 13, 14, 15, 16, 17 and 18 are all unlocked by default and do not require any unlocking.