This achievement is missable and can be obtained in Chapter 5.
Once you have completed the race and find Paulie, the games waypoint/objective is to take Paulie home.
During the car ride, Paulie will want to see some girls and wants to go to a brothel called the Blue Tropics located in Central Island near St Peters Docks. Follow the way point to Paulies house, (make sure you don't stop outside it or near the car park spot highlighted), and continue to drive over the bridge.
Below is a video guide on where to locate the brothel. Once you've parked up outside you will unlock the achievement. Video credits go to powerpyx.
Hope this helps!