To unlock the Break a Leg trophy in Devil May Cry 5, you will need to kill the Menace from Above, which is the large tentacle looking thing that comes through the ceiling to attack you at multiple points during the mission.
The first time you come across it will be at the start of the warehouse section when you have to destroy the second blood clot of the mission. When the tentacle appears, you will only have a short time to defeat it each time. If you take too long it will retreat.
To take it down, lock on to its weak spot and attack it will everything you have. If you're having trouble with it, you can play on the lowest difficulty to make it much easier.