Only works in vs. Cpu mode(not sure if it'll work on network mode.) To select a stage just press select over one of the character's icons and a yellow square will appear over their icon. Then just select you character and begin the fight. Exa: If you push select over Ky Kiske you'II fight in Paris or if you pick Potemkin you'll fight in Zepp.
While Holding L, Press R trigger Gold Mode. Faster, and Stronger.
While Holding L, Press Start Shadow Mode. Nothing really, just Black & Red.