This achievement is obtained in the story in the 2nd area, instead of going through the first area you will instead go through the metro. Know where that turret is that is aiming down? Head down the stairs and go straight (left when looking down), keep going forward in that direction to get to the 2nd area. Once you get into the Palace later this achievement will unlock.
If you need tips/tricks or get stuck need some help watch the videos below done by GameRiot