This can be unlocked in both Claire and Leon's stories.
Once you're tasked with investigating your surroundings, you'll need to walk past a guy sitting on the floor and head into the back room. Once inside, the door should lock behind you forcing you to continue. You'll see your first zombie action and the only living human besides you will die. You now need to take care of that zombie and head to the right of the officers corpse to find a key. The zombie might get back up once you do this, so be wary. You now need to head out, using the key to unlock a door, and avoiding the zombies that are now surrounding you. You'll meet the other character (Claire/Leon, depending on who you play as) and drive away. An unfortunate cutscene will occur seperating the two of you and leaving you in a dire situation.
The Station is near now. To preserve ammo, just run and avoid zombies rather than shooting them as you'll never encounter these particular zombies again, and make your way to the station. You'll know when its in sight as the protagonist will exclaim "There it is!". Head through the gates and the achievement should unlock.