For this achievement you need to kill each of Molag Bal's generals at the Dark Anchors in Tamriel. There are 16 total (listed below) and you can also keep track by going to your in game journal and under the Dark Anchors section will be an in-game achievement conveniently named General Executioner. By highlighting this achievement in your menu you can see a list of all the generals you have killed (which will be highlighted) and the ones you haven't (which will be in light grey)
Now, any of the generals can spawn at any Dolmen (aka the Dark Anchors). It is completely random if a general spawns or a general daedra spawns so you have to keep grinding.
There are a total of 3 Dark Anchors in each Zone with 12 in Cyrodiil. Use this link to go to a site that has each dark anchor location with a map of each location if you want to know where the Dark Anchors are in each zone: http://www.uesp.net/wiki/Online:DolmensThe Generals:
Daedroth of Kora-Dur
Devourer of Souls
Lich of Mournhold
Son of Molag Bal