This achievement requires you to complete "The Paleto Score".
There is a video guide underneath the text guide if you prefer that instead.
You can start the mission as Michael or Trevor. When you start the mission, you will get a cutscene. After it, you have to get in the van and will have to drive to the pier. Once you arrive at the pier, you will have to get out of the van and enter the bank and threaten everyone in the bank to get to the floor. The cops arrive and you have to shoot your way through the streets and alleyways. Eventually, the army arrives on the scene, and they bring a tank along. This changes your character to Franklin, you are in a bulldozer and have to go to Michael and Trevor. When you arrive at Michael and Trevor, they both hop on the bulldozer and you have to go to the factory. Once you arrive at the factory, get inside and you will need to fight your way through it. Eventually, a train comes and you have to go and jump on the train. When you do, a cutscene begins, after it, you have completed the mission. Achievement Unlocked
Here is a video guide
Credits for the video to GTA Series Videos ( https://www.youtube.com/channel/UCuWcjpKbIDAbZfHoru1toFg