You need to build a radio relay on each continent. The "dots" next to the continent bonus indicate how many towers the continent needs, and how many are currently built.
* Note that there may be a relay tower in Eastern Europe that you didn't build. This is a known glitch, and does not count towards the achievement. You will have to build one in Western Europe, too, in order to get this achievement.
You will get this achievement while going for:
The Global Resistance achievement in XCOM 2 worth 79 pointsGet all of the continent bonuses available in a single campaign