As GIG Guerra said, this is easily obtained by playing the story mission "The Heart of the Cards" and make sure to select the story deck. The key here though is to draw the right cards, either "Sangan" or "Heart of the Underdog". Heart of the Underdog allows you to draw a card if you draw a normal monster during your draw phase (by showing the card you drew). I believe there's 3 of these cards in your deck so they can be chained which is how I got it. I chained 2 of them and was able to draw all the cards of Exodia. Alternatively, Sangan is another card you can use to get the Exodia pieces in your hand. Just set it down and let Kaiba attack and you'll be able to choose any Exodia piece to put in your hand. This may take a few tries to get the right start because Kaiba could also get out all his blue eyes and kill you before you can get all the pieces of Exodia. Good luck!