First you need to create a FUT Club.
If you've never done this before, then from the FIFA 16 "Main Menu" use

or

to move over to the "Play" tab. Highlight the "Ultimate Team" tile and press the

button and begin the FIFA Ultimate Team mode setup.
Next, you need to play an online match of some type (Division, Tournament, FUT Friendly).
I attempted to "forfeit" a match to see if it gave me the option to "copy" and it didn't, so I currently believe you have to complete the full match to get the achievement. (Not sure at this point if you opponent quitting also negates the ability to "copy" the squad.)
Regardless, go play one of the possible online types and when the game is completed the first "post match" screen you arrive on should say something like "

Copy Opponents Squad" (this screen should say something like "Player Ratings" across the top). After you press

, press

to "advance" and the achievement should pop.
If you somehow proceeded past the first screen, simply press

to back up to the correct screen and proceed as described above.