Weapons drop randomly through-out the game so unfortunately I wont be able to direct you to a certain in game spot to get one, I'll try and provide a few pointers though.
You can see if a weapon has an elemental damage bonus by highlighting it in your menu, where the guns stats are listed (damage, accuracy etc.) there will be a small sign indicating if it causes any elemental damage and if there is a small sign, it'll let you know what bonus damage that gun causes, if you find/already have a gun capable of inflicting shock damage, just equip it and go kill a bunch of enemies.
Don't forget to check the weapon vending machines too as they do stock weapons with elemental bonuses from time to time.
Finally, lots of people say the achievement is buggy and doesn't unlock when it's supposed to, while this didn't happen to me I know it has happened to a few of my friends, if this happens to you, do not continue getting kills hoping that it'll unlock!, it won't, instead back out and create a new character, it's a pain that you have to do this but it's really all you can do if you suspect that it's been bugged out for you. The bug which caused this to happen has been patched, but I've included it in the solution on the off chance it happens to you! If the achievement did bug on you, boot up your file with the new update and the achievement should pop straight away!
I've linked in a video of someone getting this achievement so you can see what kind the elemental effect and make sure you're doing it right.
*Credit to greenmonstergZ for the video