This achievement will be done during the first nightmare sequence, after you've completed the Training Day.
You will be outside, in an alley near some run down stone buildings. You will continue all the way right until you must crouch and enter a tunnel. Once inside this area, you will hear someone uttering the word "help". Keep going right until you get to a man in a chair. Walk up to him and interact with him to untie him, then quickly leave the area before the shadow people get you.