This is received when you buy all of the characters including Indiana Jones. To get Indy, Go to the bonus area (the door that has the ? above it) and watch the video about the Lego Indiana game. This is in the door that has the movie camera above it, and the only one that you don’t have to build. The characters are unlocked as you progress through each of the Episodes. You will receive some characters automatically at the end of the levels, but the other ones you must go into the cantina at the bar to buy them.