From the cutscene.
You also asked what mannequin parts were for. When you get all five, you can turn them in to get a fully made one! And after your first one, you can buy the rest of them if you like. Here are five of my finished ones. You can dress them up, pose them, whatever you like. They're really just toys, but it's nice to be able to see your armor instead of having it be just in your safe/storage.