Have you done the needed in game requirements before the dlc will show up?
For the Rage of the Fallen dlc Aht must have joined the party
For the Under the Moonlight dlc Eruka must have joined the party
For the Setting the Score dlc Gafka must have joined the party
For the Bathing in Mana dlc Aht must have joined the party
For the Meeting in the Chasm dlc you must have a party of a certain level I think Level 20