So the way this is worded sounds like all you need to do is change your setup by using a different configuration in the setup menu. BUT this is not the case. You have to use a custom setup by making your own adjustments.
1. During a practice session while in the garage press triangle to go to the setup menu
2. Press R1 or L1 to switch from tyre compounds to chassis setup
3. Select one of the additional setups and press "X" to go into detail
4. Adjust any one of the categories (I added units to my Front wing)
5. Now go out and complete a lap
6. Trophy should pop after you complete the lap.