World Party has thirteen tutorials, each with its own Achievement, plus a final Achievement for completing every tutorial.
To access a tutorial:
Select My Zumba from the main menu.
Choose Learn the Steps.
Under Choose Style, pick the dance for which you need the Achievement.
To actually complete a tutorial, you need to master both of the individual dance's steps.
Select a Step.
Set the speed to Normal. Completing steps on Slow doesn't count towards Achievements.
Perform the step repeatedly and earn Zumba ratings on it. The Zumbas don't have to be consecutive.
After the announcer says "Great job! You've got this one down," you have mastered that step.
Raise your left hand, select the dance's other step, and repeat.
Once the announcer confirms your mastery of the dance's second step, the Achievement will pop.