Dawnguard is not somewhere you go outside of Skyrim like Shivering Isles was to Oblivion for example. While there are some vast new areas, and even a daedric realm, all the action takes place within Skyrim. All the powers, armor, weapons, skills, etc you get are usable in the normal skyrim landscape. There are also two new perk trees for vampires and werewolves.
Not *entirely* true. Shivering Isles, yes, was a new and different map accessed through a portal. There are some AREAS that exist like this, that are entirely new (creatures, textures, flora and fauna). However, they do not exist on their own (separate) maps. IOW, you're still in the same sandbox, but there are many new areas.