This can be done on the tutorial level.
Make sure you destroy lots of the furniture (B Button) so you acquire enough wood in each room
Simply board every window before you leave a room, and then board each doorway behind you as you go.
the final window in the tutorial level is at the far end of the Left hand wall (as you enter)..
the achivement wall pop as soon as your final "zombie entrance point" is boarded up.