I have similar question since I am coming back to Fallout; how do expansions actually work? Are they expansion which means its like additional zone so I would go to the new zone or it is like separate story/game which is not necessary tied to Fallout 3? If i choose to play expansion would i start in Vault where I need to escape?
With the DLCs you start the game normally and there are additions to the base game that lead you to them (Point Lookout adds a riverboat that you can purchase a ticket on to travel to Point Lookout and the Pitt adds a train tunnel you take all of the way to the Pitt (Pittsburgh)), except for Broken Steel which adds to the main story.
So they are pretty seperate but you reach them from the base game.