In the New Tutorial World, as soon as you walk through the stone walkway and trigger the fireworks, before crossing the bridge, turn to your right and there should be a chest and a crafting table next to a fire. Inside the chest is a music disc and jukebox. Simply remove the 2 items from the chest, place the jukebox down, select the music disc, and use it on the jukebox for the achievement to pop.
There are also music discs found throughout the world, mainly in chests. There is one near the main tutorial area at X: -164, Y: 138, Z: 39. It’s south-east of the main area, at the top of a wooden tower, which has a big red flag at the top made of red wool. The path towards it should be somewhat lit with torches already. I also found a music disc in the underwater temple in the large body of water, much farther southeast of the main area (it was in the bottom of the underwater pool, in a chest, in one of the rooms).
Once you have the music disk, you can create a jukebox at a crafting table. It requires 8 pieces of wood planks (any kind/combination) and 1 diamond (which you can get from the diamond blocks near the beacon). The jukebox is under the Decoration part of crafting, below the clay pot (8th slot).