First, install TSW3 to your XBox. Then open the preferences for the game, choose Manage Content, and you should see the DLC list. You can check the boxes for the DLC you want to install, then Apply Changes. See the screenshot posted by Princess Entrapta in this thread.
For greater convenience, here's the screenshot in question. A lot of users try and install stuff via the store and it can be a bit confusing to try and navigate it all there, and install the correct versions of things. The content management interface for a game is much handier to deal with, you just tick the boxes for what you want, or click "select all" if you want it all, and you're good to go. Save changes and it all queues up for install!
