They were already checked but still showing 'not installed'.
Click on the DLC tab, and if you have actually purchased them, they will show in that area. In that separate window, you should have six tabs across the top - General, Updates, Local Files, Language, Betas, DLC. To get it to install, I had to use that to bring up the Fallout 4 Properties box. Originally posted by PMOguru:When you right click Fallout 4 in your Steam game list, what is listed in the pop up box? You should have many things listed there, one being the View Downloadable Content somewhere in the list.