This is one of the very first achievements you will unlock at the start of the game. The game will start off with you trying to escape from the medical facility and find out who your captors are. There is a lot of confusion regarding this achievement, as many people think that once they finish this part of the game, the achievement should unlock. This however, is not the case.
After "officially" being accepted into Alpha Protocol, you will be given your possible options by a man named Yancy Westridge. He will first tell you where to go so that you can personally customize Mike, after which he will tell you you can meet back with him to continue the story, or go and do the training exercises. For this achievement, you must go and do each of the three training exercises, and then report back to Westridge. Just beyond the lockers were you can customize your look, towards the end of the room you're in, will be three doors, leading to each exercise. The extra missions given by each trainer are not required for this achievement, only a run through whatever course they're overseeing is.
WARNING: This achievement is missable. When given the choice between going back to Westridge right away, or doing the training exercises, don't go back! If you do not finish each obstacle course at least once, this achievement will not unlock.