The table below will give you a handy list of where to find them all and you can click on each one to get more in-depth information on how to get them:

Icon	DMW Image	Location
	Sephiroth	From the start of the game
	Angeal	From the start of the game
	Tseng	Start of Chapter 2
	Cloud	Story progress in Chapter 5
	Aerith	Start of Chapter 4
	Cissnei	Story progress in Chapter 3
	Genesis	Story progress in Chapter 5
	Ifrit	Complete M8-1-1
	Bahamut	Complete M8-1-4
	Bahamut Fury	Complete M8-5-6
	Odin	Complete M8-1-6
	Phoenix	Solve the first of the Seven Wonders in Chapter 8
	Chocobo	Complete M8-4-1
	Cactuar	Complete M10-1-3
	Tonberry	Complete M10-2-3
	Cait Sith	Complete M8-4-3
	Moogle	Complete M8-4-4
	Magic Pot	Satisfy the Magic Pot in M10-2-3

Collecting all of the Images will unlock the Limit Break Collector Trophy/Achievement and allow you to start focusing on getting 100% for them all.