Instructions
Build the structures that you want to connect to your castle. You need to connect a total of three buildings to it. You can connect the arsenal, chatelet, residential tower or main well to the castle.
Go to your castle workshop. This is where you create the components for upgrading to the castle from the keep. The castle workshop is separate from the keep workshop, which served the same purpose before you upgraded to the castle.
Scroll through the items that you can build from the castle workshop until you find the castle walls. Build castle walls to connect the buildings you built earlier to the castle. When the walls are completed and the buildings are connected, you get the "King" achievement.