In the case "The Set Up" you will come to a point where you will need to question Candy Edwards. Once you've correctly questioned her a cutscene will occur showing you and your partner staking out Candy's motel. In the morning she will exit her motel room and you must follow her without being seen or using cover. You can use incognito once, but only at the beginning with the bench and newspaper.
NOTE: Achievement will not unlock if you fail and continue without exiting the game.
Just follow Candy slowly from a distance. When she makes it around a corner run to the end of the corner as fast as you can, then let her create some distance from you again.
Below is a video guide from PowerPyx who has given me permission to use on trueachievements.com