There are four mini-games at the Arcade: Dodge Hall, Directional Attack, Web Attack, Air Combo. Enter the Arcade, then go to the back of the room. Press Square to activate the marker to start the Dodge Hall mini-game. Complete round 3 to unlock the Directional Attack mini-game (which is more of a tutorial). In the Directional Attack mini-game, follow it as instructed to unlock the Web Attack mini-game. This is also basically just a tutorial. In the Web Attack mini-game, follow it as instructed to unlock the Air Combo mini-game.