Whiterun, go to the guard outside of Belethor's Shop, or head to Solitude. Either way, 24 game hours after downloading Dawnguard and Orc should approach you in one of the major cities if the guards won't give it up.
Got it, I had to turn off my Xbox and turn it on again, and on the main screen it said "loading add-ons", and then it worked. Thanks for the help guys!
Yes I do not accept the discrimination...PC users and Xbox users should be talked to at the same time
I play both PC and Xbox. However Bethesda's dealings with Microsoft ensured that Xbox users would have exclusivity for 30 days. I am fine with this. I can wait 30 days to play Dawnguard on my PC. It is not a big deal, as Bethesda gets a lot of money in their pockets for doing these things.