In Mission 04, after defeating the Shadow, go to the room with the airplane and ride the elevator down again to activate this Secret Mission.

All you have to do is fight three Shadows and survive. Focus on defense, and take pot shots at them with whatever firearm you like until one reveals its core, then do your best to melee that one while dodging the others. Using Devil Trigger will help prevent the other Shadows from interrupting your attacks and will ramp up your damage, but watch your health and always stay on the defensive.