To unlock Side Missions in the extra feature, you must locate and destroy the White Capsules in the individual Extra Missions using an explosion from an explosive barrel nearby to destroy it. Each one will unlock a Side Mission that will be listed below the Extra Mission where you destroyed it. In the Side Missions, there are no memory capsules to destroy.

An Invitation to Illusion
White Capsule in Mission 45: Stronghold Impervious, H-8

Boxemon
White Capsule in Mission 5: Deep Labyrinth, K-15

Chamber of Ghosts
White Capsule in Mission 18: Badlands, F-8

Go With the Flow
White Capsule in Mission 37: Gatling Shower, I-14

Missilebreaker Deathmatch
White Capsule in Mission 24: Contra Kalm, J-13