You get them from the thing in the corner of hell's gate, not exactly sure what it is. The codes to input should be found in the DLC post, just make sure that you have said DLC installed if this was a fresh install.
Sorry, posted this later:
Edit: Oh I remember now. Those codes with the "Roasted Pig." I punched in the codes but nothing ever came up for Ocelot. Anybody have this problem?
And what is "Anaon's Essence of Beauty?"
"1998044 - Mio event (requires Mio DLC).
2006094 - Yami event (requires Yami DLC).
2021131 - Ocelot event (requires Ocelot DLC)
5641071 - Clear Genocide flags (negative affection, kill count, etc.).
1084771 - Get some weapons (usable in chapter 2-1+).
7887040 - Rename the character.
Consult the roasted pig located to the far left of Hell."
Edit again: I still don't know Nina's last scene for the compendium.