Hmmm, where can I get Dawnguard at a discount?

When a steam sale comes around, which should be sometime soon.

Check the ..........\Steam\steamapps\common\Skyrim\Data folder. Look for dawnguard.esm and dawnguard.bsa files.

If they are there then make sure the .esm is checked in the data files windows from the Skyrim launcher. Are you using mods at all from the nexus or workshop?