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?
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!