There are two places to access DLC within Assassin's Creed 3. The location will depend on which content you wish to download.
 

Single Player Mode: Hidden Secrets

On the main menu of the Single Player Mode, go to Extras > Additional Content.  The available content will be located in here.
 

Multiplayer Mode: The Battle Hardened Pack

On the main menu of the Multiplayer Mode, navigate to the News and Data tab using either Right Bumper for the Xbox or R1 for the PlayStation 3.

From there, go to Extra Content.  The content will be located in here.