Unlocked after the "Tutorial" missions. It will be the fifth story related achievement you unlock.
If you haven't unlocked any achievements: Note that this game doesn't automatically sync with your Xbox profile at least at the moment of writing this (Jan 2020). That means you won't earn any achievements before you do it by yourself. Easiest way to do this is to click 'Co-op Campaign' in the Main Menu. This only needs to be done the first time you start the game. If you have completed missions before syncing, you will unfortunately have to start a new game as far as I know.