Hey Gabriel!
Did you happen to see this UE Forum tutorial? Check through that and see if anything stands out!
Looking at your specific issue, it sounds like the API might not be matching up.
Has your game been greenlit on Steam? Achievements will not activate on Steam otherwise.
Make sure you added the achievements to your DefaultEngine.ini under [OnlineSubsystem] in the exact way shown here
And make sure the achievement names match EXACTLY on Steam!
Hope this helps! Double-check these things and get back to us!