This is an unmissable story-mission you earn toward the end of the first mission.
There are numerous paths to completing it, but essentially, once you've worked your way through the small city section and enter the fighting club, you'll find Dowd locked up and being used as a fighter. On the right hand side of the cage area is a panel with a note. The note says the key to the panel is held by a woman who is upstairs. There are a number of ways to get up there and get the key from her, both stealthy and not, killing and non-lethal. Two easy ways upstairs are:
(1) pay the woman by the front door 100 coins to enter the private area and work your way back from there.
(2) climb onto the shelves in the locker room and through the hole in the ceiling to get to the second floor.
However you do it, once you have the key and come back down, just use the key to unlock the panel, then pull the lever. Dowd will be released and the achievement will unlock.