I have it installed, I don't know why none of the content is loading.

I beat the game, and still nothing happens after the credits.

Well, all DLCs (except Broken Steel) just add new locations to the game. You've to find them like all other places. Broken Steel should be playable after the game ends (only when you weren't the one entering the room, you've to survive).

At least that's what I think.