The achievement will be received once one has activated the control pad that starts it. This is a story related quest and cannot be missed.
After finding all three companions, return them to the central fountain. Elijah will tell the Courier the only way to open and enter the Sierra Madre Casino & Resort is to activate the Gala event. This requires the player character to complete three quests: Fires in the Sky, Strike Up the Band, and Mixed Signals (these can be completed in any order). Each quest leaves a companion at a specific point around the Villa. Once all three quests have been completed, the quest "Trigger the Gala Event" starts. For this, one just has to activate the Gala event via a console within the bell tower.