This achievement is unlocked during the 4th level of the second Vikings campaign, "Rurik". The achievement is fairly self-explanatory however, during the level your AI teammate will continuously steal your units away from you, making it a bit of a pain. Don't fret though, just take your time upgrading your units and base and you should eventually get all the villages.
Few things I noticed/tips:
Achievement doesn't pop until the level is complete (hold all villages when the level completes, of course).
Your AI teammate always seemed to leave me with 2 units (+hero), so try to feed him cheaper units.
This will of course be easier on easy difficulty but is very doable on normal.
You can lose villages, as long as you retake and hold them on level completion the achievement should unlock.
Make sure to get the upgraded defense ability on the villages you take! It will allow the Warehouse to fire arrows at attackers. Also, when you see a village under attack be sure to activate the alarm (remember to turn it off after the attack is finished).
Hope this helps!