You need to unlock the following heros to get this trophy/achievement:
Anansi
Arthur
Beowulf
Hercules
Himiko
Hippolyta
Hunahpu & Xbalanque
Maui
Mulan
Oya
Sinbad
Sun Wukong
First, make sure you have downloaded the Babylon Pack. Then when creating a game, in the 'Game Modes' tabs, turn on "Heros & Legends Mode." As you play your very first game with heros, keep a list of every hero you unlocked. As the trophy states, this CAN be done across multiple games, so if another civ claims a hero, don't sweat. After all 12 heros have been claimed, cross off the heros you unlocked from the list above. Start a new game and focus on getting the other heros.
My first game I unlocked Maui, Oya, Anansi, Himiko, Hippolyta, Hunahpu & Xbalanque, Hercules, Beowulf and Sun Wukong. In my second game I unlocked Arthur and Sinbad. Finally, I created one more game where I unlocked Mulan. As soon as I unlocked her, the achievement popped. I played as different civs on different difficulties and different maps. One last peice of advice, Sinbad is a NAVAL UNIT. Thus, only a city on the water that can produce naval units can Sinbad.