As the game does of terrible job of explaining its mechanics. I thought I would share what I have learned.
In order to unlock this achievement any one of your Vikings must earn enough valor to enter Valhallor. The magic number is 100k which seems alot.
Dont worry about your Vikings dying death is NOT permanent. This was my biggest worry. I thought as my Vikings were dying so often i would never do it. However if your Viking dies they simply respawn in your next mission. They also keep all of the valor they have earned.
Earning Valor - The best way to accumulate Valor is by killing enemies. You can earn huge sums particularly on maps where the enemy is also constructing a base. Build up your base, make sure you place an army camp and stone towers on the perimeter and one inn the centre. Also build an armory so you can construct bows and Healstaffs. Now instead of going straight for the portal, concentrate on your base and resources. The enemy will continually attack. Provided your army camps are well located and stocked with weapons you will easily kill the enemies earning massive amounts of valor. Just repeat then when your numbers get low enter the portal.
At the end of a map a pop up box will appear telling you your score. Make sure you RB on the screen and this will tell you how much valor you earned in total.
On the main screen click on the Vikings tab. This will show each of your vikings, there total valor score and how many times they have been spawned.