As a country colonize or conquer 5+ provinces in the same colonial region, Repeat this for 5 different colonial regions and this will be yours. (you can see which region they belong to in the province view, or you can choose the colonial region map filter under the globe)
I don't think playing as a Native American tribe give you this possibility but all other countries should be fine.
Good countries for this are Portugal and Castile with the Exploration Idea. But any country will do.