I understand the game would use steam How does that work exactly ?
I pre-ordered the Collector's Edition of the game from Norway and it comes with a Caravan pack. Would I have a key which I would use to download the pack and if that's the case, will it be through steam.
I would appreciate if someone could enlighten me. Thank you.

You'll get a code to unlock the downloadable content with when entering it in Steam.

You will be given a redeem code. After installing the game you will be able to access a DLC section, either through the games main menu or through the Library section on the Steam client. You will enter your code and then download the pack. Its most likely that it will act exactly like a DLC even though its extremely minor.