I have purchased Civilization V Gods and Kings but it is not automatically installed by Steam even though it's listed as a DLC so it should, how do I make it install?
It it a known issue that the game does not always identify that it has been unlocked for installation. The solution is to restart Steam, then go to the Downloads tab and click "resume all" even if nothing shows there.
If that does not work, try repeating the process another time or two.
I had a similar issue which was due to the version of Civ 5 i had installed being of a different format (dont ask me why, i dont know.) Basically, i right-clicked the game and went to properties and verified the integrity. This popped up a notification that Steam needed to convert the game to a newer format. After the conversion, the DLC worked correctly.
Hope this helps!