This requires a single soldier to not only participate, but also survive every mission in a full game. It is highly recommended this be attempted on easy difficulty but can be achieved on any difficulty.
Unless you are lucky, you will need to make good use of the save game system, reloading if your chosen soldier dies or sustains massive damage. While it may be tempting to keep them towards the back of the map, it is a good idea to use them as the main soldier in your squad, as participating in every mission will allow them to rank up quickly, making them a powerhouse in the later stages of the game.
It is also worth mentioning that your soldier can sustain some damage, as often they will heal in time for the next mission, but this is risky as a mission can pop up at anytime.
Once you complete the final mission and ‘win’ the game, the achievement will unlock.
TIP: When selecting a new game, disable the tutorial as this will give you four soldiers to start with, so you will have a better chance of at least one making it through every mission.