It’s one of the achievements you can find in the Town Hall. This achievement involves regular in-game activities like mining or sending out loaded trains, planes, etc. None of the mini-games or events like Rev and Ride, Sheeplechase, etc, are counted as this achievement.

To complete the Champion Mayor achievement, which is to collect all 4 stars – you will need to win 10 times in a competition (Mine Time, Transport Magnate). Your very first victory will bring you the first star. All the following victories will be counted towards the goal even if they aren’t consecutive.