This is achievement is given upon completion of a Lair of Romulus. The shrine is located in the East section of map (Campagna District) right along the "dashed white line" just North of the Termi Di Diocleziano monument (there is a tunnel entrance right next to the monument as well). When you are able to gain access to it, a Wolf Head icon will appear on the map.
And since its not mentioned in the other solutions, this Shrine can not be accessed until DNA Sequence 7. You can find the Shrine before this, but if you try to enter it, "Memory unavailable at this time" appears. So you have to wait till DNA Sequence 7 to gain access to it.
Also, you can reach the Shrine either by climbing down the ruins and jumping over to a ledge as shown in the video provided by Commander Drizzle. Or you can repair all 4 of the Broken Aqueducts in the Campagna District, which will fill the hole with water up to the entrance, making it easier to access.
Below is a video of the Shrine provided by Achievement Hunters. And I do want to note that in the video when they show the map they show the wrong Shrine location, the location they show is for One Man Wrecking Crew achievement. Unlike the other videos posted in the other solutions, Achievement Hunters' video does not show the entire Shrine from start to finish, it primarily shows you where the 3 Borgia Flags are and how to get to them in the Shrine, which is why its length is a lot shorter.
Edit: If you leave negative feedback, please tell me why in comments. I will try to amend my solution to better help you.