You will get this achievement after completing the last level in the chapter "Toad story" which is called "Orchestral Chaos". This achievement is unmissable!
To unlock this particular stage just complete all the other levels in the "Toad Story" painting. If you are still short of Teensies you can just try to clean-up the levels you have already done (refer to the specific solutions here on TA to find every captured companion etc.) or you can switch to another painting and clear out some stages there. It is completely up to you.
Orchestral Chaos is one of the musical levels in the game. You will most likely have seen one before in other paintings like the "Castle Rock" stage in the "Teensies in Trouble" painting.
If you have played one of these stages before you know what to do. Listen to the music and jump, punsh etc. whenever the music changes it's pace.
Since this is a musical stage you only have to worry about three captured companions in within the stage. All of them are more or less right on your way so you should have no problems finding them.
If you get stuck on a specific part in the level or if you struggle finding all you captured friends refer to the video below.
Video credit goes to IGN Walkthroughs
Hope this helps you guys ;-)
Any improvements? Please let me know in the comments