First off this is a secret achievement so it will not appear on your achievement list.

1. You will find locked doors located around Paris.
2. These doors will shine/sparkle and have a lock icon on them.
3. Go up to the door and press B to interact with it.
4. A sort of mini game will then pop up, you then have to press A when the pointer is in the highlighted area.
5. The door will then unlock if it is a level 1 lock, if not it will take more trys.

Doors don't appear on your map so it will take a while to find them, however if you go into restricted areas you will usually find some in there.
Stock up on lockpicks before you set out to get this.
However this achievement can be got by just playing through the game normally.