In steam, you need to right click the game and open the view downloadable content option. It will show the add on as not installed, with the check box ticked. Untick and retick the check box to get it to start the download.
Played it for the first four missions before I got CHOMPed... For each mission, you pretty much select between two large maps which are on either side of the safe room, with different rewards per mission and per map. There is a safe point that unlocks at 2500points, but costs you that 2500points if you reload it after dying, reducing your overall score. The mission objectives range from a basic starting of a generator with the Alien appearing only after you start it, to finding several items. As you go along the missions, the Alien gets more aggressive, as per the behavior changes in difficulty levels. Overall its pretty fun to play, since you are more or less exploring the whole map and trying to find different items in each area while avoiding the Alien and Joes, while trying to get back to the safe zone each time you complete an objective. Think Newt and getting supplies.