Simply complete the 4th act of the campaign which is Coles testimony.
This is one of my favorite characters since gears of war 1 came out in 2006 and you get to learn a lot about cold that recently was not known.
This act is very fun and nice to run through with some friends. You can use different difficulties for a chapter you can't beat on insane and the achievement is still yours. Grab a couple of friends and this should be a breaks e on even insane :)