You will get this achievement after completing the 6th level.
This will be a creepy area with buildings all around that are blowing apart. Walk straight ahead, around the building and continue in this direction and you will see an enormous cog beginning to form on the horizon ahead. Simply walk all the way to the cog and pass through the center of it, and as you load into the next level (it will be a similar level to the first of the game) the achievement will pop!
Here is a full video walkthrough for those who are interested!
This particular section begins at 3:10