Successfully complete the indicated task in Road To WrestleMania mode to unlock the corresponding area:

Dirt Sheet: Play as Brand Warfare, and win the handicap match with either Triple H or John Cena in Week 11.
Interview Room: Play as Shawn Michaels, and successfully complete Road To WrestleMania mode.
Locker Room: Play as Edge, and drag Mr. Kennedy on top of the Big Show and count the pinfall at No Way Out.
Vince's Office: Play as a created Superstar, and win your match in Week 6.