If your purchased Steam key advertises that it contains DLC's then these are normally accessible from within the base game.
To see if any downloadable content is available for the base game, right click on the base game/software and choose "View Downloadable Content":
The associated products will be shown in the list and are installed with the base game:
Examples of games/software where some of the content is delivered as DLC include:
- F.E.A.R. 2: Reborn
- Batman: Arkham Origins – Initiation
- King Arthur 2 Dead Legions
- Axis Game Factory Premium
- Worms Revolution – Customisation Pack, Funfair, Level Editor, Mars, Medieval Tales