The girls are available in chapter-challenge. Any difficulty counts. You can check your progress on the leaderboards for each character, but I would recommend playing through the campaign in the normal order.
1 playthrough ( at least on normal ) is also more than enough to purchase each skill for the girls.
Make sure you save at least 2 health-upgrades for Cliff though. He's such an asshole to deal with. Ryu-clone can be annoying but UT-spam deals with him pretty well.