Progress until you can build a Mob HQ (after the brickworks, I think?). This comes with your first Gangster.
The other two are created at the HQ, in the same way that you can create other characters (icon on the right of the main section of the screen). Conversion is 6 Workers = 1 Gangster, so you need 12 spare Workers.
You can save-scum this too; eg. once you have 12 Workers available, convert them to unlock this achievement, then reload and use them elsewhere.