Here are some hints on how to dodge AA fire. If you're using a Fighter, tilt the nunchuck and the control stick. This will allow you to do a barrel roll, giving you a good opportunity to dodge incoming missiles. If you're using a Gunship, point the cursor on the screen near the bottom and fly as low as possible to dodge the AA fire. If you're using a Bomber, you should again fly as low as possible to dodge the AA fire, though this is considerably more difficult than doing so with the Gunship.
To unlock some concept art, complete the game's first campaign. If you manage to complete the first campaign with an S Ranking across the board, you'll unlock even more concept art.
To unlock the Dossiers for the units listed on the left, defeat the campaign listed on the right with an A ranking (or better).