This achievement can be unlocked at the very first safe house/hideout you encounter.
Find the crafting table, head straight from the spawn and locate a door on the right and head down a set of stairs and turn right again, and craft 5 lock picks.
Each lock pick requires 2 metal scraps and you will need 10 to craft 5 so look around the junkyard area back outside if you don’t have enough then go back to the crafting table and buck craft 5 and the achievement will pop.