You need the Man of Steel DLC for this one
Simply play the stage on Free Play and select Krypto the Superdog as your character
To unlock Krypto, you need to complete all missions on Zamaron (The Pink Lantern's Planet). To unlock Zamaron, you need a set amount of gold bricks and beat The Power of Love stage in Story Mode. You only get to do one mission at a time in each planet, so you need to complete a mission before you unlock the next. Krypto's mission is the last one