Once you have loaded into Central Park, you just need to hold
this will give you access to the Character Select Menu and then you change the 1st character to Baron Mordo (If you have all the dlc up to this point he is on the bottom row next to White Wolf) and then you just need to tap
to switch characters, then just hold
again using the Character Select Menu to change the 2nd character in to Dormammu (He can be find under Iron Man (classic) if you have all the dlc).