It makes a clicky noise but that’s it.
Are you using the Epic or Steam version of the game? I believe Epic still doesn’t have achievements implemented. On other systems, it’ll launch the relevant system page (XBox Achievements, PS4 Trophies - and presumably the Steam equivalent)
OK - not on Steam so I can’t confirm behaviour; hopefully someone else can. If a restart of both Steam client and game doesn’t resolve it, I would suggest filing a support ticket with 2K (link in the pinned thread in this section) to let them know about it.
Sorry for the late reply.
Steam has a setting that enables the Steam Overlay.
Click on the top left menu Steam>Settings>In-Game>The Steam Overlay
Check “Enable the Steam Overlay while in-game”.
If it is not checked, then you hear that sound when you try to select “Achievements”, but nothing happens.
Many people do not like this overlay to pop up when they click “Achievements” by mistake, so it is an option that can be disabled.