You'll get this weapon in Chapter 3. You cannot miss this achievement, as it is story-related.
After you acquire the rope, you'll run around the beach and a warehouse area, using the environment around you and the rope to hide yourself from the zombies. You'll enter a garage area through a bright yellow door after the warehouse area. A short scene will play where Cliff finds a dead body with a screwdriver of sorts lodged in it. Cliff will take the tool, and you'll have your first weapon, and an achievement.