This is how to install DLC through STEAMPurchase the DLS through the Steam Store. It will download into the "Steam\SteamApps\common\Steel Armor Blaze of War\!steam_cache" folder.
Start the Sim as usual. An updater will appear automatically and install the DLC/Update. It will complete and disapear when it reaches 100%.
The below window will pop up automatically.
Select the newly installed DLC. Hit "Save and Play". Finished

Your DLC has now been installed.
If you are on a stand-alone install. Then use the in-game updater.1. Hit "Install"
2. Browse for the download.
3. Hit "save and Play"
4. Finished