After clearing the first area, a cut-scene will play showing the dog from the fruit stand run off. You are told that it likes to hide in boxes. There are various boxes throughout the game which can be opened with the Unicorn and the dog will be in one of the boxes per area. After finding the dog it will run off and hide and you have to find him 5 times. If you play normally and smash all the boxes you will likely earn this on your own. In case you missed a box I will list them below.
The box right next to where the Unicorn spawns in.
The box between the Coin Deposit and the Tax Machines
The box in the cave next to the lava river
The box on the left after the bridge you cross when you enter.
In the back of the area, past the waterfall on the right