For this achievement the player needs to build the Gates of Lothern in the city of Lothern, in the Eataine region of Ulthuan. As of writing, this achievement can only be obtained in the Eye of the Vortex campaign, even though that part is missing from the description.
If you start as Tyrion you start with Lothern as your home city. If you start as another High Elves faction or another race you need to conquer the city first. After the city is yours, upgrade the city to lvl 5 and build the Straits of Lothern. Upgrade the building to the Gates of Lothern and the achievement unlocks.
I personally tried this in Mortal Empires but I can confirm that doesn't work (as of June, 6th 2018). It seems that other people noticed the same on the official forums.