As you progress through the game, you will unlock new 'Cups' at Olympus Coliseum. After you unlock the Hercules Cup after clearing the Phil and Pegasus Cups you will need to complete it. One of the rewards for finishing the Hercules Cup is the Yellow Trinity Ability. Use that on the nearby pedestal to uncover the keyhole for Olympus Coliseum. The trophy will unlock once you return to the Gummy Ship.