Defeating Bubbles:
The Bubbles are located on the third stage of Dr. Wily's Fortress. Hit the slow Bubbles with the Arm Cannon (Mega Man's weapon), then use the Super Arm to pick up the blocks and throw them at the fast Bubbles.

Defeating the Clone of Mega Man:
The Clone of Mega Man is located on the second stage of Dr. Wily's Fortress. Hit the Clone with the Elec Beam (Elecman's weapon) or Hyper Bombs (Bomb Man's weapon) and use the "Extra damage" trick.

Magnet Beam:
The Magnet Beam is found in Elecman's Stage. You need to use Gutsman's Super Arm to break some big blocks to reach it, or you can use Elecman's Elec Beam. The Magnet Beam is a step that Mega Man can use to reach places that he normally cannot go to. This is useful in Iceman's Stage and is required to get through a section in the first Stage of Dr. Wily's Fortress.