Create a new empire with the "Masterful Crafters" civic.
During the game, research Psionic Theory and take the "Mind Over Matter" & "Transcendence" Ascension Perks to access the Shroud.
Covenants occur randomly at very low percentages. Once active, they last more than 20 years. It can take a very long time to get one, so prepare Megastructures while you wait.
Have a major Megastructure (Mega Shipyard, Sentry Array, etc.) under construction until you have one (1) more upgrade for full completion. Look on the wiki to see how many stages your megastructure has so you don't accidentally complete the structure early.
When you get the Covenant, complete the structure and the achievement should activate.