During the first mission "Justice For All" after you have cleared the first main objective and rappelled out of the window, clear the following area of enemies, but do not move on.
Instead, take a left from where you start and unlock the door. Go down a set of stairs, through another locked door into a new area.
Silently headshot the Helghast soldier patrolling in front of you and go into the room through the door directly ahead.
Go out the window in that room and follow the ledge to the right to get into the next room.
Slowly sneak up on the Captain holding the hostage and tap the screen/hit Triangle, then follow the melee prompts to interrogate him.
Free the hostage, the trophy will pop.