I am probably being thick, but where do i buy the add on from? Or do you download it?

Thanks

You buy it from Steam. I'd post a link, but I'm region-blocked and can't see the page

http://store.steampowered.com/app/211720/

Most surely won′t work for locked regions.....

There is ways to sort this out, you can received Dawnguard as a gift, and you wouldn′t be the first that it does it that way