This is the second achievement you'll get. There is no way you can miss it.
After you watch the birth of Ezio, you will get out of the animus. Lucy will now walk over to the double doors and open it, telling you to follow her. (You can now see what's behind these doors!) Just follow her through the hallways until a short cutscene starts, that shows a large room with cubicles below you. Lucy will tell you that you and her have to go to the elevator.
So, just follow her through the "cubicle office maze." You may be seen by guards, but there is nothing to worry about as Lucy will kill them for you. After a short walk through the cubicles, you will arrive at the elevator Lucy was speaking of.
Enter the elevator with Lucy, and ride it down to the parking lot. Once the door opens and you step out, about 10 guards will start to fight you and Lucy, just use X to hit them. After all of the guards have been downed, Lucy will walk over to her car, so just follow her. A cutscene will show you getting into the trunk, and you will ride in here until you reach a new mysterious place. You will now unlock this achievement!