I heard that some cultists are supposed to come and try to kill you or something to start it but they won't show up. Any suggestions?

Fast Travel to any place seems to work for a lot of the DLC's

you have to have progressed through the main quest to the quest to retrieve the horn of jurgen windcaller. After that just hang out in some towns similar to dawnguard.

You need to reach a certain point in the mainquestline. Its either when you get the horn of jurgen windcaller mission or after completing it.

"To http://www.gamesas.com/topic/1427523-few-images-i-took-while-you-wait/# Dragonborn, you must travel to Solstheim. This can be done at any point after installing the game add-on content by travelling to the Windhelm docks and locating Gjalund Salt-Sage, a sea captain that will take you to the island for a small fee. The “main” questline of Dragonborn will start soon after you have started the main game’s quest “The Horn of Jurgen Windcaller”, after consulting with the Greybeards for the first time. After having started this quest, you will soon run into a group of Cultists when traveling around the world that will discuss Dragonborn’s questline."

I'll post what i posted innanother thread:

Right, i've discovered the problem with my game, after downloading it i went straight into my save from the main menu, meaning the game didn't do it's "loading add-ons" at the main menu. That was my problem. Just restarted the game and the boat to Solthseim is finally docked at Windhelm. Away we go!

In other words, go to the Windhelm docks and check if the boat to Solthseim is there, if it's not just restart your xbox and boot the whole thing up again. Worked for me.

I had the same thing, but I found out that you also have to have been to see the Greybeards and got the quest for the horn.

How do you start the main quest line? I've managed to get to "Raven Rock" (Note the Fallout 3 reference) but I have no idea where I'm supposed to go.

I went to the blacksmith first. Also, when you got off the boat, you were asked questions and if you asked questios in return, you get a quest.

The Raven Rock in FO is actually a reference to Morrowind... because Raven Rock is a town in Morrowind.
The entire island of Solstheim is in the game Morrowind.