You must complete 5 playthroughs, beginning to end, with each starting location for this achievement.
If you can't remember which starting continents you chose, you can see your base on the map in the situation room. It's marked with the XCom logo. Or, go to mission control and look at the globe. Your base is front and center.
Note: I believe that 'Enemy Unknown' and 'Enemy Within' use different trackers for this achievement. I recommend finishing this within the original release 'Enemy Unknown'. The campaign is a lot shorter that way.