I bought "Dragonborn" earlier today. It is listed in the Data files of the game, and Nexus Mod Manager also shows it. How do you start the content? I don't know where to go. There is no quest in my journal.

Some time after you complete The Way of the Voice (visit the Greybeards), you'll be tracked down and attacked by cultists. One of them will be carrying a note.

You have to go through the main game's main quest and complete The Horn of Jurgen Windcaller before Dragonborn's main quest can start, at which point just wait in a town or city until some cultists attack you and get the note off one of their bodies.

Edit: Ninja'd!

The Way of the Voice has to be completed.