Forts appear on the world map as red castles and to capture them you'll need to shoot down its defenses, dock your ship, enter the fort and kill your targets. Forts act as a viewpoint and will make parts of the map visible, they also reveal the location of every collectible in that area.
There are 10 forts that count for this trophy:
Castillo de Jagua (356,559)
Cabo de Cruz (566,390)Dry Tortuga (254,749)