To unlock the Art Gallery in the extra feature, you must locate and destroy the Red Capsules in the individual Extra Missions using a melee attack to destroy it. Each one will unlock a different art portraits.

Attack on Midgar
Red Capsule in Mission 27: Vincent the Beast, H-5

Bosses
Red Capsule in Mission 26: Cait Versus the Cerulean, H-5

Deepground
Red Capsule in Mission 21: Cait Versus the Crimson, G-9

Deepground Soldiers
Red Capsule in Mission 23: Rampart Rubble, M-11

Event-Related
Red Capsule in Mission 12: Vincent the Destroyer, D-5

Final Chaotic
Red Capsule in Mission 33: Shieldbreaker, G-12/H-12

Locations
Red Capsule in Mission 9: Cait Versus the World, J-6

Mako Reactor 0
Red Capsule in Mission 32: Deepground Soldiers, K-6

Miscellaneous
Red Capsule in Mission 31: Cait Versus the Bull, capsule located on Azul's Tail

Monsters
Red Capsule in Mission 13: Rains of Gehenna, J-13

Omega
Red Capsule in Mission 43, K-8

Shinra
Red Capsule in Mission 14: Vincent the Grappler, J-11

Shinra Building
Red Capsule in Mission 16: Stygian Sewers, K-4

The WRO
Red Capsule in Mission 3: Wastelings, B-9

Tsviets
Red Capsule in Mission 40, M-10

Vincent
Red Capsule in Mission 35: One-Handed, F-11

Weapons
Red Capsule in Mission 8: Lord of the Jungle, J-7

WRO Headquarters
Red Capsule in Mission 15: Red and Blue, G-12