The Legends of the Majors mode has around 60 challenges spanning the different era's of the professional game, each era culminating in a match play against a legend/group of legends. Each legend match then unlocks the relevant achievement and the legend as a playable character.
The related achievements are straightforward as all events can be passed rather than 'Legended'. This, however, is the most challenging achievement in the game as you need to play well, get lucky with course conditions and the sometimes variable AI.
For specific challenges I'd advise checking youtube if you're really stuck but as the winds are changeable this is an achievement that will need patience, some good fortune and a decent level of skill.