For every safe house, you have to:
1. reach the location marked on the map
2. secure all entry points (some have more than one, watch the icons on your map)
3. kill all the infected already in (most safe houses are quite easy to clear, but be careful as there are a handful of safehouses with for example a bomber, toad or goon in it)
4. find the power switch and turn on the lights
If you complete all these tasks, the safe house will unlock and it will be visible on your map as a little green house, instead of a red one.
For some gamers, the achievement seems glitched. It might have to do with a safe house which did not show on the map in the first place, but these are the locations of all safe houses I unlocked when the achievement popped for me: