This Achievement is earned in career mode on the PGA Tour Season. It will unlock once you win the last of the four major tournaments.
There are four majors: EA Sports Major, US Open Major, UK Open Major, and PGA Tour Major. They are easiest to win on lower difficulty settings with a single round (this is set at the start of each season and cannot be changed midway through). They do not all have to be won in the same season. Winning your first will also unlock the "Major Player" Achievement.