This achievement can be obtained on the third level "
Imai Town".
About half way through the level you will gain access the the officals estate & within it you will find a samurai with a key marker above his head. Follow this samurai until you are close enough to interact with him while playing as "
Yuki" and the she will take the key from him this will cause the achievement to pop.
(
Video Guide starts at "00:39")