The Black Market becomes available in the early part of the game, but it isn't available from the very start. It will appear as a permanent scanning location on your map that you can visit with the Avenger anytime you want. So, if you're an XCOM: Enemy Unknown or Enemy Within player playing XCOM 2 for the first time and you're saying, "Where is the black market on my menu? I can't find it! Help!" stop panicking. I give you strength.
Once you have the black market, there are a few things you can do to help this achievement along. You'll want to make it a fairly high priority to earn the "Under the Table" continent bonus if it is out there. With it, the value of all items you sell goes up by 50 percent. The continent bonuses are random for each playthrough. There are 11 possible bonuses, and 6 continents, so there's a 54 percent chance you'll have Under the Table somewhere on your map. To earn it, make contact with every region in the continent and build a radio relay in at least half of them.
Next, you want to visit the black market every time you have your monthly talk with the Spokesman about what a great job you've been doing. The black market will always have three items that it is very interested in and will pay you more than usual for. Usually they want corpses. They typically pay well for items you build on the Avenger. I once sold a Wraith suit I had built in the proving grounds for 381 supplies. Cha-ching!
Once you're close to 1000, if you want to rush the achievement, you can make a save before going to the black market, dump everything in you inventory, and then reload your game.
Last but not least, this achievement spans playthroughs, so if you play XCOM 2 enough, you'll unlock the achievement eventually without even trying.