This achievement can be missed.
Once you have progressed through the story, you will soon become Watson once again. Holmes will send you off to find out more information about "Leather Apron", after you have spoken to Lucy she will take you to the brothel. Once inside you will talk to Bella and find out your next location to investigate. Before you leave or open any doors, investigate all the paints around the room you are in.
There are seven suggestive paining hanging around the lobby of the brothel. Once you have viewed each one the achievement will unlock.
Do not proceed without investigating these paintings.