Ensure you have a friend in your friends list with the same game.
Go to the Online Multiplayer menu and "create room". Have your friend "Join Room" and locate the room you named.
Once your in the room together one person must challenge the other by selecting them and pressing
. Select the training option. The other player will have a prompt to press
in the top right of the screen. Open it and accept, once your in and fighting the achievement will unlock.