How do I get the only achievement in The Stanley Parable Demo, "You Won!"?

You actually get the achievement, but the game then takes it away a moment later. To keep it, as soon as you get the achievement hit shift+tab to go to the Steam overlay. Then bring up the task manager and 'end task' the demo. Now you can't play the demo ever again, but it will show up in you game library with the achievement and count as a 100% completed game.

There is a point in the demo where you are instructed to do the classic Half-Life 2 physics demonstration:

Put a cup into a garbage bin.

When you do that, you get the Video Games!! achievement (subtitled You WON!!!)…

Or at least, that's what the demo tells you. In reality, you don't get the achievement. You will have to make of that what you will, as with the rest of the parable.

Here you can see that the achievement is showing up in the Steam overlay with 100% achievements earned, but when you click "View All Achievements" and see it in the browser, it's showing "0/1 (0%)".

^{Click to embiggen}