Non-spoiler version: This will be shortly after the mission "Assault the Alien Base," which comes as story progression. There will be an unskippable battle later; complete this mission to earn this achievement.
Spoiler version:
*** Spoiler - click to reveal ***This is for the XCOM Base Defense Mission. Your squad is auto-picked for you as the top six soldiers, and there's no option to customize loadouts before you go in, so make sure that's done beforehand. You'll only have your top three at first - the fourth comes as reinforcements, and only if people start dying do the fifth and sixth show up.
This is a pretty difficult mission and can be the first exposure to Cyberdiscs, Mutons, and Mechtoids. If you've got an arc thrower handy, stun the Mutons for the Intterogate Muton bonus and Plasma Weaponry research credit. Also, getting four kills with the generic XCOM Base Security rookies results in another achievement:
Don't worry about getting them kills, they won't be joining your squad.