Start a career and create your skater. After doing the tutorial you should be able to exit to the main menu, from here select "freeskate" and choose your created skater. Wait for somebody to propose an activity or do so yourself by pressing back, then selecting "Freeskate Challenge". Complete each one in order for the achievement to unlock. There are 149 in total.

When you choose a location to host or join a freeskate, at the bottom you should see a checklist of activities completed in that area. Gap and Survival Challenges are much easier with a small number of people. Accumulation, Tagging and Objective Challenges are easier with a lot of people.