Simply highlight Kyo and press the Option button.
You can add Special and Super Move Shortcuts, but you have to have at least 97 wins. When selecting your Mode, press the Option button to access it.
Simply beat the game once.
Beat the game with three characters, one of which being Shingo.
Beat the game with the New Face team.
Beat the game with three characters, one of which being Leona.
Beat the game with the Savior Team.
Beat the game with the Southtown Team.
Beat the game with the Heroine Team.