How to install/add DLC via RPCS3?

You have to either install the respective package or dump the game with the package already installed.
If it's doing nothing then you likely dumped the wrong package.

 Thanks for the help.

For some reason (Folklore game) the DLC costumes are installed in the game, but the extras quests are not. Weird, its a complete DLC but only 50% of it appears in game. I'm doing the correct installation of the Dlc, i just don't get why is not showing everything that is included on the Dlc in the game itself.