This achievement is story-related and cannot be missed. It will unlock after you have completed the 2nd chapter of act three.
There isn't much to say, just play through the chapters and keep an open eye for all the collectibles scattered through the acts (there are, as usual, quite a few of them).
If you need help at any point, refer to the videos below:
(video credits: XCV //)
Hope this helps you guys!
Any improvements? Please let me know in the comments below!