For this achievement the player needs to build the Black Pyramid of Nagash.
This achievement can either be obtained in the Eye of the Vortex campaign, or the Mortal Empires campaign.
In the Eye of the Vortex campaign the Black Pyramid of Nagash is part of the Land of the Dead region occupied by the Strygos Empire faction. In Mortal Empires the Pyramid is part of the Great Mortis Delta region, occupied by The Sentinels faction.
After you've occupied the city, upgrade it to a lvl 3 city and build the Vault of Nagash. Be aware that the building generates a fair amount of vampiric corruption, so you may want to destroy it again after you build it to avoid corrupting your own region (depending on the faction you play). After the building is complete the achievement should unlock.