From there, you'll get the 'Dawnguard' quest unlocked, with a mission marker that guides you to a cave (Dayspring Canyon) before heading to Fort Dawnguard, where you speak someone inside to start 'Awakening' and the DLC proper. To get the ball rolling on Dawnguard, talk to common guards that roam inside or surrounding major cities, and they should tell you about the Dawnguard faction.
If you have bought the PS4, Xbox One or PC version of the Special Edition, it'll automatically be included too. If you're playing the original versions of the game and have bought the DLC, it'll show up on the game's main menu to signify it's available. As with many of Bethesda's huge adventures, Skyrim was treated to a series of hefty expansions that introduced new questlines, weapons, factions, locations and even the ability to build your own house.