Draw for the bookseller

The first achievement is a bit tricky. What you need to do is follow the street, go up the stairs but do NOT yet enter the square. Instead to the right there is an alley. Enter it and find the store owner, whose store has been vandalised.
Here you can see the alley entrance, the character is facing away from it.

Take the music exam

This is an achievement you cannot miss. Simply go to the square and play the piano, a cutscene will be shown and you will be granted the achievement.

Listen to the music box's song

When you get the package from the guard, simply click on the bird statue and pull the mechanism on it; music should start playing and you will be granted the achievement.

Make the dead officer lose his head

When you enter the train car, inspect the dead body in front of the desk. You want to observe the skull; when doing so it will fall off and you will be granted the achievement.

Finish the prologue

This is an achievement you cannot miss. Simply finish the prologue and you will be granted the achievement.