This trophy requires you to simply complete the Final Episode. To unlock the Final Episode, you have to beat each of the character's individual stories. Once you complete the story with all three characters, the credits will roll and then the game will ask you to make a new save file for the Final Episode on the "end game" screen, to which it is recommended that you don't overwrite an existing save file and make the final episode as a new save file.
Once you make the save file, you'll be pushed back to the title screen. From there, you need to select "continue" and then launch the Final Episode save file that you just created. Once you complete this episode, the trophy is yours.
Note: There's a point in this episode where you will have the opportunity to visit any world. It's highly recommended to take some time to find a save point in another world besides Radiant Garden, make sure your items and such are in order, and maybe grind out and level up if you aren't around level 40. It's recommended that you probably grind to get around that level because there are two boss fights that you will have to participate in when you choose to visit Radiant Garden.