Got my code... Dawnguard, Dragonborn, and Hearthfire where?

[MidbossVyers]

I recently ordered Skyrim: Legendary Edition from Amazon: http://www.amazon.com/dp/B00CJ7IUIQ/ref=pe_175190_21431760_M3T1_ST1_dp_1 Order #104-7782152-2666644 I got it in the mail, and it had me install Steam. When I came to installing the game itself, it asked for a product code. Normally, this would be printed on the manual, but it was not. However, there was another piece of paper that gave information on playing the add-on content. On the bottom, there was a line saying: Steam Code: and a blank line after that. Is the Code written somewhere else (I checked every paper that came with the Skyrim box) or did someone actually forget to write something there?

[gregathit]

Check your order email from Amazon and also check to see if they sent you an email with the code.  If all else fails....call Amazon.

[Rayblue]

Looks like someone forgot to print the code there.

[MidbossVyers]

After a few days of shooting images and .pdf documents back and forth, I finally got my product code for Skyrim.  After inputting it, it successfully installed.  Naturally, my first action was to install the unofficial fix patches.  To do so, I first installed TES Mod Manager and looked at the current files.  I only found Skyrim.esm and Update.esm but not Dawnguard.esm, Hearthfires.esm, or Dragonborn.esm.  I looked through the vanilla game path for the data files, as well as looking into the folders directly but found nothing.  I emailed Bethsoft with:

As you know from the images that I had attached with my previous emails to support04@bethsoft.com (the one entitled Re System Auto Generated Response with the images and .pdf), the version of Skyrim that I bought was the Legendary Edition.  In other words, it should come complete with the Dawnguard, Hearthfire, and Dragonborn DLC content.  However, after I had used the Key code provided (see previous emails below) and installed the game, I looked through the game's esm files.  I could only see the main Skyrim file and the update file.  When I checked the DLC section on Steam, it looked like that it was asking me to buy them as there was only an Add to Cart option with the prices rather than download or register.  Are the DLC integrated with the master file or did the code that you provided not include the DLC? Or is there some extra step that I am forgetting to do?

They responded:

There are instructions that come with the Legendary Edition, advising how to start these quest. They are started in-game. Make sure you refer to these instructions and let us know if you're still unable to start the quests.

Does this mean that the .esm file will appear after the quests appears in my game's quest journal.  If so, does that mean I cannot mod them until I start them?  If not, where are they?