On the main menu, select "Additional Content." Check to make sure all of your subscribed content is enabled (select "Enable All" if in doubt). Note that this screen allows you to customize what DLC and mods are active, and you can create different mod groups by clicking the plus sign next to the word "Default" at the top of the screen, which would allow you to, e.g., quickly switch among different combinations of DLC and mods by selecting a different mod group before launching a game.