I don't see downloads for DLC under the game in my library, but when I launch the game there are two icons in the menu that says
Expansion Pack
Hearts of Stone

and
Expansion Pack
Blood and Wine

And if I look in my game files, there is no DLC folder, so I'm pretty confused. (well there is actually a DLC folder, but it only has some mod content because the mod for it needed the folder even though it doesn't require it /shrug ).

If you are using the GOTY version, then yes, you have the DLC.