What's your favorite heavy metal song? =D.
They're part of Metal Gear Solid 3, just like they were on the PS2 version.
In the HD Collection, you can access them from the main menu in either 2 or 3. So check both of those as it's probably the same in the Legacy Edition.
Metal Gear and Metal Gear 2: Solid Snake are located within the main menu of Metal Gear Solid 3: Snake Eater.
