You are required to unlocked Heritage Bridge to access other areas first before attempting this achievement.
To do this you have to progress through the game a little then drive towards Bright Light Plaza.
Once there select Chase McCain (Miner) and use the dynamite machine shown below:
From there go to the right side of the street and walk half way down and you will see the LEGO store use the dynamite to gain access.
Now smash the LEGO Boxes up and build the three LEGO objects, which are Pirate Ship, Space Shuttle and the agreed Dragon on Store Roof.
You will then be awarded a character token and your achievement.
Here is my game clip for clarity:
Sorry, this Game Clip has been removed