Get at least ten wins in Survival mode in Single Battle. Then at the character select screen, press Left or Right to access a character's EX form.
Successfully complete Story mode with two characters from the same franchise to unlock the first three rows of images. To unlock the other images, successfully complete Story mode with two EX form characters from the same franchise.
Successfully complete All Battle mode to unlock that character's voice under the "System Voice" option at the "Sound Settings" menu.