Easy enough; like the title says, you need to complete 5 lessons in the Dojo (See note at bottom).
For Season 1 go to "Local Play" and choose Dojo (I'm not sure what season the disc version of the game is and I cannot know who has updated their game to Season 2 and who hasn't, so I'll leave this season here).
For Seasons 2 and 3: From the main menu select "Single Player" --> "Master" --> "Dojo"
What the description doesn't tell you is that you may not be able to get credit for this if playing just the free version. I don't know if that is true, but I do know that this is buggy and that people have had issues getting this to pop. I have the Season 1 Ultra Edition and still had issues. I completed 9 of the dojo lessons (not in one sitting) and after I still didn't get it, I replayed lesson 1 and it popped for me. So, if it doesn't pop, it could be because you're on the free version. Or you could just redo them.
Note: You can also just replay the same Dojo lesson over and over to get the achievement; this also works for getting 32 to get:However
This may cause the dojo related trials to glitch on you... I did the repeat trick to get 32 dojo completions and now when the Complete Dojo Lesson 16 "trial" comes up, I do not get credit for completing it and the Dojo Lesson never gets marked as complete.