This one is rather simple.
All you need to do, is enter the custom tournament. You can do this with one player and one bot. Combo style does not matter. Select your profile, or create one if you haven't yet.
On the character selection, scroll right until you see the Chief on the horse. It will appear as locked. You can tell it is the Chief because it will say "Don't let me stop you" along the bottom. Simply press A to select this character and it will unlock.
If there are any questions or different ways, please comment and I will add them to the solution.