Todo this you need to pick the Exploration Idea and have a navy with an explorer. You can here select the mission to circumnavigate the globe. but it's a death sentence for the fleet unless you have a pearl band of colonies around the world. The earlier you are in the diplomatic technology, the more colonies you need to have as safe harbors. (You can have navy agreements too) So you need colonies along the outside of south America, eastern north America, japan and Malacca and around Africa back to Europe where the trip starts. If you lack you loose the ships and the explorer to the sea. They won't return unless you manually abort their mission. You can't navigate the globe manually, only the mission will trigger the achievement.