You will find the race to unlock Lola in the West Harlem district of Manhattan. Once unlocked, purchase the vehicle at any air vehicle call-in pad.
NOTE: Lola is NOT a traditional land vehicle. You will NOT find the car in a traditional land vehicle terminal.
Anyway, select Lola and switch to Agent Coulson.
Here's the race location:
(Credit: JayShockblast)
While you'll get the achievement right when you have Coulson get in, you can still have fun with it. You can press the
and
buttons together for a second to switch between air and land. I'm not sure what keys to press on a keyboard since I use a controller.