I bought the anthology but dragonborn is no where to be found. The other DLC's installed just fine.

Installed by Steam With Skyrim and the rest of its AddOns.

Should be there. The questline starts after you visit the Greybeards, but you can go to Solstheim at any time regardless by getting a boat from the Windhelm docks. Check your Data Files tab in the launcher for a Dragonborn.esm.

If it's legit not there, have Steam verify the integrity of your game cache. It'll replace any missing or altered files.

I don't think it can, like, not install with the CD from Anthology to begin with. OP, just to make sure, check Windhelm docks to see if there's a captain who sails the route to Solstheim. Solstheim will not be on the same map with Skyrim, so you can't really see it as soon as you boot the game up.

No, dragonborn is just simply not there...I tried verifying the cache which did nothing...So what..?

How have you checked? If the .esp and .bsa files are there, you definately have Dragonborn, as others have pointed out it doen't manifest itself in-game until sometime well into the main story. If the .esp files are lacking, then you have a problem - especially if the Heathfire and Dawnguard .esp files ARE there...

There's no DB plugin anywhere, but DG and hearthfire are there....What do I do now?

Uninstall and reinstall? If even that fails, you might try getting support from Bethesda, Steam, or the store you bought the anthology from.