Are you referring to the Siegfred that you get for submitting a score? If your friend beat the boss at the end of the demo and submitted a score to the Overworld of that boss fight then it will be available in the Rewards Barter Shop, the name of the menu I forgot (I've got the game running now ^^). In there you'll find it in the Overworld rewards. Once you get to the point I posted about before it'll be available. If you can't find it in there then he didn't completed the requirements. If you're talking about the Utsusemi available for downloading the demo, it is automatically available if you've downloaded and installed the demo once you reach that point in the game, nothing more is needed.

If he's still having troubles I'll need more info.