Clothes can be found on dead enemies, in loot crates/bags, and from other players who have been killed also.
To craft clothing, you need the resource - Fabric. Fabric can be found in crates, off of dead NPC's, and dead players also. To start with, you'll almost always be able to loot one standard (green) fabric wherever you start Survival at. From here, you can craft one of three options - Hat, Scarf, or Jacket. Each item will show how much of the cold it will protect you from
As you progress through your session, you will come across more and better fabric from tougher enemies and lootable areas more closer to the Dark Zone. Craft as much clothing that you can but obviously only craft after crafting a Virus Filter as this is more important. Always compare your current piece of clothing with the one you're about to craft first to be sure it protects you more than your current piece.
Once you get into the Dark Zone, even though the clothing isn't as necessary as it was (due to the weather warming up slightly), find a hideout where you will need to craft your Flare Gun anyway and convert your remaining specialized Fabric (blue) to high-end fabric (gold). From here, so long as you've looted enough Fabric on the way (ideally around 20-30 pieces of specialized Fabric), you will be able to craft enough high-end clothing to unlock the achievement.
If you're passionate about looting and also deconstructing gear you don't need anymore, you can actually obtain the required cold protection before heading into the DZ. Everytime you come across armour, backpacks, gloves, etc, that are better than what you currently have, deconstruct the former piece to raise your amount of Fabric up.
The achievement itself for me popped after completing the session. To double check beforehand that you have enough clothing required, press
and then scroll across to the "Appearance" tab where you will be able to see your current temperature protection. During my achievement-unlocking run through, the DLC achievements had only just gone live. Now, the achievement should pop once you reach the required temperature.
Here's a recorded clip of me having the necessary cold protection and also crafting the high-end Fabric required clothing. This was in a hideout very close to the Dark Zone where more blueprints and the high-end Fabric options where available. More blueprints become available as you get closer to the DZ so don't worry if you're not seeing them yet at hideouts further out as you probably wont have enough resources anyway.