These goals are created by Harmonix and they are not in game goals, but if you complete them you get coins for Rock Band Blitz and I suppose bragging rights.
In order to attempt to complete the goals you need a facebook account and you need to link your Xbox live or PSN account to the Rock Band World app on facebook.
After that it's a simple as joining the goal via the app and playing the required songs on Rock Band 3 or Blitz depending on what the goal requires.
i actually already had rockband world lol
installed the app once and didnt really look into what it was but yeah, looks awesome XD