This achievement is obtainable in Chapter 5. *Spoilers*
For this achievement to pop you must find your brothers body at the MJ12 labs after you breakout. For this particular achievement to work however, you must have left your brother to fend for himself in Chapter 4 during the UNATCO raid on his apartment. (Leaving him to die). If you stayed and helped fight the UNATCO and MIB then you will obtain a separate achievement for finding Paul alive.