This can be done at any part of the game, just make sure you have some cover wherever you are and aim at their heads. After you get the 3rd one, a small but noticeable message will appear on screen that reads "3 of 4 headshots in a row" and that will be your clue that you're one away. Achievement will pop right after you get the 4th guy in the head and he drops to the ground. Can only be done in single player