First go down to Many Wounds, get on the horse and follow him to the destination. Once you reach the house you will encounter some enemies on horses, make sure that Soapy and Many Wounds do not die and kill all of the enemies. After the fight, follow Soapy to the next destination. When you reach the mountain, continue to follow Soapy as he goes up the mountain, there are a few Mountain Lions there but it's nothing too difficult, once you reach the top of the mountain the achievement will unlock.