You need to set up a local game vs. the AI: Main menu - Local - Single Player. Set the board size to 9, difficulty to 5, and the other settings at default.
You need a solid grasp on the basics of the game to win the AI at the higher difficulties, and unfortunately a short guide will not make you a good player - only playing and study will.
The good news is the AI is not super strong, and you'll be able to win after a while. If you already knew go before Path of Go, this will not be much of a challenge to you.
My tips for the beginner, who knows the rules, would be:
1) Try to think how the puzzles could be applied to your games. The ladders and the nets especially, they are very common in normal games.
2) Keep your stones connected - or able to be connected. It is much harder to get captured with a large group of stones.
3) It is easier to make territory in the corners. After corners, the sides. The center is not very valuable, especially so with a 9x9 board..
4) Do not overconcentrate your stones: do not play everything in one place. Balance your stones by claiming two or three corners as yours, and fight the AI for them.
5) Keep playing! It will take dozens of games to fully understand the basics and the flow of the game. Remember that every lost game is an opportunity to learn more.
6) Play with human opponents - locally, on Live, or on the computer. The online go community is quite friendly to beginners, and you can get teaching games from more experienced players. http://gokgs.com/
- a friendly online go serverhttp://senseis.xmp.net/
- if you'd like to know more about the game; includes beginner study tips, etc.
Alternatively, if you're desperate just to get the achievement, you could try playing other go programs such as GNU Go on your computer against the AI. http://www.gnu.org/software/gnugo/