This can be one of the first achievements you unlock really. Im going to show you a few screenshots and just follow my path directly from where you first start off.

From the spawn location make your way up the path going through the fence and around the bend
http://steamproxy.net/sharedfiles/filedetails/?id=633671501

After you begin to see the asylum here you will notice a hole cut in the fence, walk through that hole in the fence and make your way down the path.
http://steamproxy.net/sharedfiles/filedetails/?id=633671585

After walking for about 3 seconds down the path you will see a door on the right hand side with a vine growing to the right of it, this is where the cellar is.
http://steamproxy.net/sharedfiles/filedetails/?id=633671663

Open the door and walk inside, you can go down the stairs and see whats down there for yourself ;) but after you do this the next time you exit the game you will unlock the achievement!
http://steamproxy.net/sharedfiles/filedetails/?id=633671738

Hope this guide helped ! Any questions go ahead and put them below.