Fallout 3 for pc help!!?

today i got the game of the year edition of fallout 3 and it works fine but the problem is that the DLC that came with it on a seperate disk,i dontknow how to start the DLC, i downloaded it all and everything it came with Mothership Zeta,Broken Steel,Operation Anchorage,The Pitt,and Point Lookout.Can someone please tell me what i have to do??