Warp anomalies can form anytime you use your warp powers. Your warp heat gauge DOES NOT need to be in the red for warp anomalies to form. Anomalies will form quite commonly when your gauge is in the yellow, and occasionally even when the gauge is green.
There are many different types of anomalies, but you should know one when you see it. Some are beneficial anomalies that might generate balls of energy that restore health or reduce your warp heat gauge. Some are harmful and generate shooting orbs, floating triangles, or whirling vortexes of energy that will chase after you and damage you. Others may spawn a demon that attacks you. And some just seem to be benign visual effects.
At any rate, you don't really need to try to specifically unlock this achievement. If you play a Psyker for any decent length of time, you'll unlock this naturally as you play.