Hello,
Thank you for contacting Steam Support.
When purchased, DLC content is automatically downloaded and integrated with your game. If you wish to confirm that your DLC is attached to this game, please do the following:
1) Log in to Steam
2) Navigate to your Library list
3) Right-click on the game
4) Select "View downloadable content".
If your DLC is listed in this window and you are having trouble locating it in your game, please contact the game's support department for detailed instructions on how to access this content.