Go to your Steam Library, choose your game, and select Store Page. Scroll down and select the DLC you want. In your Library, select the game, go to the DLC section, and select Manage my DLC to enable or turn off extra content.

Go to your Library. Locate your game with DLC and click the three dots next to the title. Click Manage Add-Ons. To install the DLC, on the next page, move the slider to the right for each one you'd like to install.

So Conrado has some safety issues, especially at night, because of its proximity to Rocinha, Rio's largest favela, and to the Vidigal favela. It's a nice neighborhood, with some great shopping and dining.