Warhammer 40,000: Mechanicus

To find the Permadeath setting, it will be on the front menu when you're starting a new game, on the right, shown here. Once selected, you should see an "Achievement Available" light up next to it.
Selecting this before starting a new game will enable you to get the achievement once you complete the game.
Permedeath means that once a tech-priest dies, they are gone forever.

Hope it helps.