[2021] PINNED: [ANSWER] Where are my DLCs?

Step 1
[DEPENDS ON THE SPECYFIC DLC] Activate the DLC code on Steam. Add new product on Steam -> enter code. Restart Steam.

Step 2
Check the DLC status on Steam. Right mouse button on the game icon in the Steam library -> Properties -> DLC tab. Select which DLCs you want to activate or deactivate.

Step 3
After leaving the cave early in the game, head to the tavern and open the chest. The DLC items are stored there.

Originally posted by Graeywulf: I did not purchase it because i was not sure if the DLC's are active now. Are they active after you finish the main story?

Yes, all DLCs are permanent active, of course if you want.