Simply start up an offline Cup mode against a second controller. Let the time run, keeping the game at a draw until Penalties start. I am unsure if it unlocks only for 5 scored penalties, or if you can win with 3 penalties (and other player misses all). I chose to play it safe and make sure I won with 5 scored penalties then missed the 5th kick with the second account. To assist, I made sure to dive the keeper out of the way so goals could easily be scored.
I made this video to help:
Hope this helps.