To unlock the Prison Break trophy in Cities: Skylines, you will need to play the game normally until you reach the level of Big Town, which unlocks at a population of 1,800 - 7,500 depending on the map you are playing on, so that you can unlock the Prison buildings.
You will then need to save up your money until you have 1,800,000 (prison cost 120,000). Once you have enough, simply place 15 prisons on the map and the trophy will unlock.