The social clubs are found on your map as red house icons, all you have to do is go up to them and purchase them with Livre, it costs up to iirc 15,000 for the most expensive which isn't much at all. Once you have purchased them 3 missions from each should become available. Complete all these missions and they Achievement will pop, also the actual social clubs act as fast travel points.
There are a total of 7 Social Clubs 6 with 3 missions and 1 with 2 missions, merely do all of them and it should unlock however this has been glitching on a few people.