1 BLUE DOG HEAD 00:03
The first dog's head can be found in the MAIN HOUSE 2F in the Recreation Room. Next to the bar you can find a book that can be opened. It has the first Dog Head. 2 WHITE DOG HEAD 00:38
Dog head number 2 can be found inside the clock in the living room (MAIN HOUSE 1F). First you have to remove the "Clock Pendulum" from the clock in the Main Hall. Bring it back to the living room and place it into the clock. The white Dog Head will appear after that. 3 RED DOG HEAD 01:29
The third dog head does take a bit of a story progression. Once you are in the Processing area, go to the Incinerator Room and interact with incinerator 3 and 6 (from the left).
This will open the incinerator on the very left, which gives you the Dissection Room key.
Go there and follow the story, after a boss fight you will get the final Red Dog's Head.
You can now open the door in the Main Hall and continue to the Yard.