For this achievement you'll need to recruit a Frostheart Phoenix as a High Elves faction. This can be done in both the Eye of the Vortex campaign and Mortal Empires campaign.
To recruit Frostheart Phoenixes you'll need to have a lvl 4 city. Build the Shrine of Asuryan and upgrade it to the Temple of Asuryan. Take an army with at least one empty slot and recruit a Frostheart Phoenix (the blue one, not the red one
).
When the army contains the Frostheart Phoenix, the achievement should unlock.