Go into Horde, select 'Private', select any other settings you like [They don't matter, unless you want to go for 'Killing Locust(Like a boss)' Achievement, in which case set it to Hardcore].
Then invite 4 other people, you can also use a guest for this, so 3 people with 2 using guests is enough. [These people can already be in your party, they don't need to be invited at this point if they are there already ^^]
Once your at the map select screen, choose one of the 3 'Horde Command Pack' maps. [Blood Drive, Rustlung and Azura].
Then start the game and complete a wave, it should then pop!
Best thing to do is get 5 of you together and rotate who the Host is, you can all get this in a matter of minuets.
If you want to get two birds with one stone here, you can all mooch on over to a 'Private' Beast Mode lobby and do the same again for 'Places to see, people to destroy'
Edit: Thanks to Iam918 for the info on needing to finish the first wave.
Edit: Thanks to liner bronson for the info on using guests.