To unlock the Backroad achievement in Devil May Cry 5, you will need to summon the Nightmare during mission 4 of the game.
During mission 4, you will pass through a warehouse before entering a street. On the street, there will be a large fight and you'll be given a tutorial on the Devil Trigger Buffs for Shadow and Griffon. Kill enemies until you build up three bars of the Devil Trigger (purple gauge), and then press
to summon the Nightmare.
Once the Nightmare arrives and comes crashing through the wall of a building, the achievement will unlock.