As you go through the game, you'll unlock various concept art in the gallery.
To get all the images, make sure to play through every area of every mission! Each mission usually has optional areas/routes, and exploring them all will help you unlock concept art for the gallery.
A lot of people get stuck at 94% though, missing two images from page 3 in the gallery. To get these final two images you must first unlock the achievement "THE KING OF RECOVERY" by rescuing 1,000 POWs.
Once you've unlocked every image, the achievement will unlock the next time you enter the gallery from the menu.