This achievement requires that you Download a Toy Box to your device from "My Tox Boxes." Essentially this means that you must download a save you created from the cloud to your device.
IF YOU HAVE CONSOLE SAVE: From the Main Menu, select Toy Box Share and then My Toy Boxes. You will be able to select one of the console saves and download it for the achievement.
IF YOU ONLY HAVE WINDOWS 8 VERSION: You must first create a save by selecting The Toy Box and then New Toy Box from the Main Menu. When it loads, press then orange-ish upload button in the top left corner of the screen. Choose My Toy Boxes and then Upload to My Toy Box. Once that is highlighted, select Upload, then Yes, then name it and Accept it. This will upload it to the cloud and save your game locally. Now when back in your Toy Box list (screen right after above step), highlight the save you just made. Choose Delete and then Delete Local. Confirm it. This will remove only your local save, but the cloud save will still exist. When in the list again, highlight that save one final time and then choose Download and confirm it to pop the achievement.