See readme.txt and sider.ini. In the sider.ini, it is the cut.scenes = 1 setting that enables the Entrance scenes. If you don't want the "free side select", you can just disable the other two settings (set them to 0).
Download Enable Entrance Scenes by Juce
- Extract files to your PES 2015 directory
- Run as Administrator sider.exe, don't close
- Play PES 2015
- When PES 2015 displays "press any button", press any key on the keyboard, not on the joystick