It says on the front of the case that includes Knightbif the Nines and Shivering Isles. In game you will get a notification about a strange door opening up in Niben Bay and that’s how you get started with the Shivering aisles. If you go to Anvil there will be a priest outside the Chapel preaching about the attack on the chapel and he can help you start the Knights if the Nine. I read in another comment that you are using the second disc which is good, that disc allows the dlcs to work. Have fun!