As you explore Manhattan, you come across eleven different locations which provide mini-levels called hubs. By completing these levels, you not only gain more Gold Bricks, you can also unlock new characters and Deadpool bricks. The first few hubs can be accessed once you unlock Free Play mode in the game. However, other hubs require you to have collected a minimum amount of Gold Bricks.
In each hub, Deadpool acts as the narrator and sets the stage. Then you have two to three characters which you must use to complete the level. Once you finish the hub the first time, you can go back in Free Play mode and play it again—this time using any of the characters you have already unlocked. You will need to play the hubs in Free Play mode to get all the collectibles.