Gamestop DLC Help

[Master Troll]

I'll just get straight to the point so as to not waste your time. A couple days ago I bought Elder Scrolls IV: Oblivion GoTY (Game of The Year) Edition at Gamestop, and I went through the code entering and download and everything since it was a PC download version, and I was wondering, after I download all of it, and am able to play it, is the DLC already in the download itself, or is it a seperate thing? As in, do I need a code to put in to get to the DLC? And this is the GoTY edition, so I assume I have some DLC, also since the guy at the counter told me I had it.

Thanks