These modes are only unlocked by defeating the game, and only one mode is unlocked in each (Challenge Mode in Black 2 and Easy Mode in White 2). It’s true that you can transfer the keys to other games, but there’s a significant flaw in this system–you can’t actually play through the game in Challenge Mode or Easy Mode the first time you play, unless you actually know someone who’s beaten the game.
Along with that, restarting the game erases your key, so if you want to play through with Challenge Mode, you have to find someone else, transfer your key to their game, restart your game, and then transfer the key back.Source:http://www.explosion.com/pokemon-black-and-white-2/ The answer will not be at the top of the page.It will be closer to the bottom of the page.