I have the game for both PC and Xbox 360, and when I install the DLC from the GOTY disc on the 360 the DLC shows up in the 'Downloads' section of the main menu. Does this not happen in the PC version? Will I still unlock achievements from the DLC?
I am signed into my Xbox LIVE account when I play the game and my CD Key registered fine. No mods, just the DLC from the GOTY disc.

With the PC, forget the downloads part of the menu.

Instead, make sure you activate the DLC under the Data Files option on the games launcher.

Alright thankyou. I was thinking that but wanted to be sure. Also, if I use fose to use mods, when I go back online without fose will the achievements I got with it on unlock?

Nope. You have to be signed into GFWL at the time you 'achieve' the achievement for it to register and unlock. They aren't retroactive (Sign in afterwards and have them unlock). This is presumably just to stop someone downloading a 100% save file, loading that and unlocking all the achievements without actually playing the game.