I had gotten Dawnguard today and downloaded it with no problems but I went to play and it says the Dlc has loaded but nothing happend, no dragon weapons, no dawnguard nothing so I restarted the game but still nothing but the achivements where there sooo I really dont know what the deal is so can anybody help me out

If you're lvl 10 or above, go to any city, stand in front of a guard and he'll tell you a rumor about Dawnguard to start the quest.
If you're not, you can find the cave entrance SE of Riften, almost near the end of the map.

You need to be at least lvl 10 as well.