I bought 2 DLCs for Dark Souls 3 for PS4 from Playstation Store. I downloaded them but they cannot be installed. I did not buy Dark Souls 3 from that online market, but I have physical copy. Is it a problem? How can I run those DLCs?
This link should cover most of any issues you might be having with Installing your DLC.
The potential issues are that there are some system inconsistencies with licenses, incomplete downloads causing errors with the files, or potentially something to do with your Primary PS, or simply a space issue (for some reason, the HDD management is pre-allocated based on installed applications/games, saved game data, and other things like pictures and videos).
The only other potential things are if your downloaded files do not give you the option to install (likely not what you are experiencing) you might need to use the PS Store App to re-download your files.