With few exceptions (such as "Before Awakening"), DLC costs real money. In order to purchase DLC, go to Dragon’s Gate and select the option Purchase . You can then afterwards select the option to Play what you have bought.
Some DLC maps let you use your own characters, and will scale accordingly. Other DLC maps give you preset characters and weapons depending on the context of the situation, and can prove to be very difficult, requiring a lot of careful, critical thinking and strategizing.
As DLC maps are released, they will be covered here in this guide.