The OVA is available from the start in the "Museum" section of both Collection 1 and Collection 2; no gameplay is required to unlock it here. Story Overview (Prequel Lore)
The 25-minute OVA serves as a to the first Mega Man X game. It explores the days leading up to the Maverick rebellion: MegaMan Maverick Hunter X: The Day of Sigma
You must clear the game once with X to unlock the movie in the "Options" or "Bonus" menu. The OVA is available from the start in