Frogs: Don't kill any of them. Just stun them with the tranq gun, Mosin Nagant or stun grenades. Whatevs. Just non-lethal 'em.
You'll find the statue in the garage, after the cutscene where Rat Patrol does the synchronized nanomachine trick and leave Snake. It's on your right. Use the Nightvision on the Solid Eye to find it easier.
Laughing Octopus: Just shoot her with the Mosin Nagant in the head, or use a shotgun with the V-ring for maximum effect.
After she transforms into beauty mode, you can find her statue on top of one of the beds. The NVG helps again.
Raging Raven: Best strategy is to snipe her with the Mosin Nagant, until she goes into beauty form.
Her statue is on one of the landings, either the first or the top. Use the NVG.
Crying Wolf: Once again just use the Mosin Nagant. Hit her in the head when she's aiming at you and she'll go down pretty quick.
Right after she transforms into beauty mode, the statue is directly on your right or directly behind you. Use the NVG to find it in the blizzard.
Screaming Mantis: Just kill her like normal. Using the dolls on her counts as a stamina kill.
When she transforms into beauty, run into the alcove where you entered. The statue is all the way at the end.
After the game ends you'll get the solar gun, and you can see the statues during briefings by going up the stairs with the MKII (Yes, you can go up there)