Complete the story mission (Marco's Mission) to unlock the Monolith and Extras Menu (which includes a Mini Game, Color Edit, BGM Test, and Movies)
Gunner Slug is a hidden and a powerful Slug dated back in Metal Slug 5. The Slug Gunner can be unlocked by rearranging the normal Metal Slug to Slug Gunner by adding Gunner core, gunner arm, Gunner cannon and Gunner leg in Slug Laboratory.