With the 4.0 patch comes a new map called the Underworld. To access this you need to have the menu select up and select the one in the middle that says Krystara, this is how you change back and forth from Krystara to the Underworld. As of right now there are only two factions to unlock: the All-Seeing Eye and the Hall of Guardians. To unlock one you must simply select them on the map and pay 4,000 gold just like unlocking a new kingdom. As soon as you unlock either the achievement should pop!
*Edit* As pointed out by OverIoad you must first have unlocked the Kingdom Sin of Miraj and completed the questline in order to unlock The Underworld.