Get an A rank on any offline story mission for an unlockable part. Get an S Rank in any offline story mission for either more parts or the S rank award. Note that a Hound that mixes RTs (soldier-sniper-defender) is better suited for early missions while a commander-heavy gunner is better for some other missions.

You can quit story mode anytime. Participate in each story's tutorial to get a feel for each Role Type (or RT). If you do well, you also unlock the basic parts (bodies, legs, generators, and support) for those RTs as well so can start designing your own Hound.