SPOILERS FOR LATER ON HERE.
Early on you will free a bird when you enter a cave, then the roof collapses. You then go to the police station and get offered a drink, take it and sip it, then shake the hand of the guy that approaches you. Soon after you will spawn in the morgue of the police station with the bird on the table in front of you. IGNORE IT FOR NOW.
Examine the back right corner here for a bird feather and then examine the little wooden figure, next to a tube of glue, on the worktop nearby. Now you can interact with the bird.
Now much later on you'll be in a cell and get to take some drugs (a little square that was ripped off some evidence). At this point you'll interact with a number of characters from their point of view. One is building a ship. So attach the piece he/you is holding to unlock this achievement.
NOTE: You cannot use chapter select to skip between these scenes. You have to interact with the piece in the morgue and play all the way up to the boat scene in one run.