All entries in the gallery are taken from animations that are within the game - none of these are "teasers" or anything like that. The Arya scenes show up if you have the "patched" game, but you also have to be playing a save (or game) that was started with a patched version of the game. Each save inherits the "patched or not" status from the game that started it. So if you start a game with an unpatched version, any saves made from that exclude the "patched" scenes. (The event flow is different between the two.)
So, basically, you need to play a patched version of the game all the way through. If you do this, you will get to those scenes with Arya.
As has been said several times earlier, there is not a single path through the game. Choices have consequences.