Instructions
Go to the main menu and select "Story" mode. Choose from one of six characters: Sonic, Knuckles, Tails, Big, Amy or E-102 Gamma.
Play though the selected character's levels. You get an emblem each time you complete a level. You can also find some emblems scattered around in worlds, such as in "Station Square" or "Mystic Ruins."
Collect 100 emblems using any combination of characters. When you do so, "Sonic Labyrinth" unlocks. Access the game from the main menu.
Unlock "Sonic Labyrinth" with the alternative method, if desired. To do this, collect 80 emblems, and then finish 20 missions. You get missions for a character after you beat the game with that character. When you fulfill these requirements, you unlock "Sonic Labyrinth."