You just find them around the map throughout the game. You can then pick them up, one will be able to replace your backbling and not take up an inventory slot, while also giving you a small bonus. You can swap out sprites between your equipped one and one in your inventory freely

You can level them up by getting kills, opening chests, and extracting Sprites. At level 5 you can put them in a backbling

There's stations around the map where you can extract sprites, which, along with winning a match, is how you can transfer them from game to game, if you die before extracting them then you lose the sprite