For this achievement, you must capture a city containing a Burial Tomb, an Egyptian unique building that replaces the Temple. There are two basic ways to do this.
First, you can just wait until you think Egypt has built a Burial Tomb in one of their cities and conquer them (there is not any way to tell if they have built one that I know of). I got this achievement by declaring war on them around ~1200 A.D. from an ancient start. Their capital didn't have one but their second city that I conquered did. I would recommend the highest difficulty you are confident with to maximize the chances of there being a Burial Tomb in one of their cities.
An alternative to this is to play as Egypt yourself! Found a city and build a Burial Tomb in it. Then surround it with siege units and gift it to another civ. Immediately declare war and recapture it and the achievement should be yours!