After you’ve selected your trainer from the menu screen you will be presented with 3 options. One of these is to create a custom workout. On here you can set yourself up to 10 different exercises plus a warm up and a cool down.
To earn yourself this achievement you have to build yourself a workout filling all 10 exercise slots and adding a warm up and a cool down at the beginning and end and complete it.
Some users have finished all 10 exercises only to have the achievement not pop on them (sadly seems to be a re-occurring theme with this game). All I can suggest is make sure you include the warm up and cool downs, use 10 different activities and make sure to A+ all of them and fingers crossed after you’ve cooled down, it should pop.