Age of Mythology: Retold DLCs are usually enabled automatically after purchase. However, if that doesn't happen, they can be enabled manually. The steps vary slightly depending on the store the game was purchased from. 

XBOX APP FOR WINDOWS

Follow these steps to view the list of DLC and enable through the Xbox App. 

1. Right click Age of Mythology: Retold in the Xbox App. 
2. Choose Manage and then select ADD-ONS.
3. Check the boxes next to each Add-on to install the DLC. 

More detailed steps on installing and uninstalling games can be found on the Xbox Support site. 

All about the Xbox app for Windows | Xbox Support

XBOX

Follow these steps to view the list of DLC and enable from the Xbox console. 

1. In My games & apps, highlight Age of Mythology: Retold but do not select it. 
2. Press the Menu button on your controller, and then select Manage game and add-ons. 
3. Select the game tile, and then select each checkbox for the DLC you want to install. 
4. Select Install, to confirm the installation. 

More detailed steps can be found on the Xbox Support site. 

Find your games and add-ons | Xbox Support

STEAM

Follow these steps to view the list of DLC and enable through Steam. 

1. Go to your Library in the Steam client. 
2. Right click Age of Mythology: Retold and select Properties. 
3. Choose DLC from the list. 
4. Check the boxes next to each DLC to install. 

These steps can also be found on Steam's website. 
Steam Support :: Find Downloadable Content (DLC) for My Games

PlayStation

Follow these steps to view the DLC on PlayStation. 

1. Confirm you are signed into the correct PSN account used to purchase the game on the console.
2. Navigate to Game Library > Your Collection and select Age of Mythology: Retold. 
3. Scroll down to the Add-Ons section and select Immortal Pillars. 
4. Click Download.