Please take note that portals can only be found on the Desert (2nd) and Mushroom (3rd) planets. Stepping on a portal block, will allow your character to warp across the level to the same coloured portal. You'll use these to collect crystals and find your way out of the maze like levels.
The portals are easily distinguishable in all the levels that they appear in by different colours (red, blue,green,pink) and as the little icon shows you get the idea what the portal looks like.
I got this achievement to pop while in the 3rd planet. I'd say this is a natural progression achievement as so many of them are in this game but if for some reason you don't get it. Just load up a level that has a portal and go back and forth between it until the achievement pops for you.