This achievement requires that you purchase and construct all Kingdom buildings from the Shop. There are 12 Kingdom buildings in total and the last one, the Royal Fortress, does not unlock until you reach Level 40, which requires 28,700 XP. See the "General Tips" section in the Roadmap for tips on how to level quickly. This will likely be your last achievement. All other achievements should be mostly complete by the time you reach Level 40, save maybe the "I See You" achievement which will require a ton of gold coins.