You will see 'Middle-earth: Shadow of Mordor - HD Content' listed here as a free download and you can click 'Install game' to start the download for this.
On the right under the 'Links' section, click the DLC link. To do this, open your Games Library in Steam, find 'Middle-Earth: Shadow of Mordor' in the game list, and select it.
To use Ultra Textures, you must first download the free Ultra Texture DLC.
