They never said all of the DLC would be free :| Just the Limited Collector's Edition content that was in the 360 version.
There are like... 7-8 (depending on if you want to get the highlander suit for both genders) things you can get for free from the Windows Live Market. The rest requires money/points though. I think in total all of that DLC would cost you 22 dollars with Understone/Tratior's Keep costing 11.
Again, only the LCE content from the 360 version is free for the PC version, and you'll be able to access those after reaching certain points in the game after you've downloaded the content.
Everything else requires additional payment and downloading. Lionhead has also never stated that every DLC will be for free, it was assumed by some people when Lionhead stated "will have access to the same DLC as the 360 version". Checking their dev video #4 around 3:29 mins mark will also tell you that they specifically stated that only the LCE content is free.
You'll unlock it automatically as a "gift" at some point in time in the storyline. The Auroran suit you'll unlock pretty quick actually. When you get your free "lodge" home. It's pretty cool how they did it actually.