This achievement is unlocked by completing the stories of Wu, Shu , Wei and Jin. It doesn't matter which order you do this in but Jin will be last as you unlock that by completing the other three. You can play on any difficulty and I would suggest beginner unless you want a challenge because there is no real gain besides telling yourself you beat it on a harder difficulty (I did normal for one campaign and decided that beginner certainly sounded better
).
Along with this achievement you should pop a couple more along the way which are 10 a piece per story. Just for the record all of your weapons and seals will come with you during each different campaign so if you have a weapon you prefer and the officer you play has a decent effectiveness with the weapon, that will make it all the easier!