The phrase "to challenge these modes" means to question or disagree with the usual or established ways of thinking, doing things, or patterns of behavior. Full definition
To unlock official pictures 3 - 6 (1 & 2 are available from the start) you need to complete all 5 normal trials in challenge mode with specific characters. (gamefaqs.gamespot.com)
There's a brand new Challenge mode of which presents varied challenges for you to undertake. (consoleob.com)
I almost with they would have though, or added some sort of challenge mode. (attackofthefanboy.com)