Just complete the Raiders story missions and this will unlock. Bonus and treasure missions don't count.
The story mode levels seem much shorter than previous Lego games so this will come quickly. Unlike the other Lego games, you'll have to do things in the hub world in order to open up the story missions. If you get stuck, try switching characters or walk around holding special items (whip, torch, etc.) to see what the game highlights. When you see a blue arrow it means you can use the current item/character to interact with that part.