You find llamas in savannahs and extreme hills biomes, you need a lead to "hook" one of them and have 4 other llamas following the hooked llamas.
Seems to be glitched at the moment like it is on the Pocket Editions, they said it is planned to be fixed, along with the Pocket Editions, when the Better Together goes public this fall.
EDIT: Thanks to lightsup55 for the tip, it appears to unlock if you get the achievement in a synced world from the Xbox One. He also used 1 lead per llama so try that if 1 llama with a lead doesn't work. I did it with only one lead. After just wait and it should unlock.
EDIT: Also make sure the lead isn't in your hand when you save, cause when you sync the lead may disappear. If that happens reload the game and you can resync your Xbox One version saves.