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Look at the files listed there, and you should see the content you've downloaded listed. You can also double-check that your custom content is installed by clicking on the View Custom Content button in the Options menu (go to Options > Other and click on the View Custom Content button).You should see the items you downloaded there.
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Click on the Filter Items tab, select Content, then tick the Custom Content button, and you'll see all your custom content.
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If you've installed the CC or mod exactly as described above, it should all work just fine.
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