You have to create your own AI partner to enable gold disc pick-ups.
To do this, go to Terminal > AI Management > second option. Pick a VR, save and exit.
This would be best done before starting Mission Mode obviously; by the time you've completed Operations 1 & 2 you should have 10 golden discs.
You don't actually have to pick up the discs the physically - they will randomly spawn on maps above your head and you will auto-collect them. No work needs to be done on your end.