The http://www.creationkit.com/Main_Page is free. To get it, Steam > View > Tools > Creation Kit > Install.
To open Dawnguard, you'll need to edit Skyrim\SkyrimEditor.ini which will be there after the Creation Kit is installed. Search (Ctrl+F) SkyrimEditor.ini for "SResourceArchiveList2" and edit it so it reads:.
SResourceArchiveList2=Skyrim - Shaders.bsa, Update.bsa, Dawnguard.bsa