Thread:Ultrasonic9000/@comment-24014422-20141016184024/@comment-477304-20141016203202

Sonic Stadium is reporting them as costumes and the official website seems to be saying that as well (though I am using Google translate, so it might not be accurate). Additionally, character proportions seem to be off, making them look more like costumes that separate characters.

As for the moves, it may be that the costumes allow you to use them, or they may be separate things you can download in the game alongside the costumes.