When the main storyline has been completed this adventure will become available. Lineage and Legacies mode is a new storyline which takes place several years after the main storyline. In this mode you will be able to obtain items that are exclusive to this extended story.
When you have completed the game create a new file for your save data. Then at the 'Main' menu go to 'Extras' and select 'New Game +'. You will now be able to access the Grade Shop to buy extra items with the Grade Points you received upon completing the game.