After entering Las Vegum you'll have a small and pretty simple puzzle to solve where you have to use Obelix to drag a lift around so that Asterix can get to a switch on a lege, after flipping the switch and dealing with the Romans in the resulting subway tunnel, you'll enter a large area where you'll find your first challenge and close by to that is a cart where you can buy skills, figurines and more as long as you have enough helmets to trade.
Just buy your first skill there and the achievement will unlock, this can also be done for the 'A gift for Panacea' achievement.