This achievement is story-related, and is therefore unmissable.
After shooting down and investigating the Overseer craft (which is only available after building and activation of the Hyperwave Relay), and recovering and researching the Ethereal Device, you will be tasked with a new objective: "Construct the Gollop Chamber," with the purpose of using the Ethereal Device (only useable by a Psionic Soldier) in protective containment. After completing this construction, the achievement will unlock.
Construction of the Gollop Chamber requires:
1 Ethereal Device
Note: If you're unable to use the Gollop Chamber with one of your Psionic soldiers, try equipping the soldier with the Psi Armor, and trying again.