To get all 12 soldiers you need to keep shooting crap at Gold Saucer's Speed Square. Get over 3000 points and there's a chance you can get a soldier, a replica Masamune or a Super Sweeper. Once you have 12, go to Costa De Sol and visit the house that's for sale, and buy it (it's around 300,000 as I remember). Then all the Soldiers will decorate the place. That's it.