You should get this achievement at the end of level 2, but interestingly, I think it is missable at that point.
Without spoiling too much, at the end of level 2, you need to get on a tram. Wait by the doors, and when you get in, make sure you turn around and face the open door.
First time, I got in and just faced the same way, loaded up level 3 and nothing unlocked. My save corrupted so I started again and second time I turned around before the level finished and the acheivement popped. Admittedly it might just be me that was unlucky, and it might unlock all the time for other people, but that was what I did.