Part of the regular story progression. No special work necessary. Impossible to miss. Below is a detailed spoiler of the event that unlocks this achievement so you can see when it is supposed to unlock.
After being brought back to life by "The Council", you are ordered to make your way to meet Vulgrim; a demon that will assist you in your journey. You will make your way through a tutorial area of sorts called the "Seraphim Hotel", until you meet up with Vulgrim in "The Crossroads" which will unlock this achievement.