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You have to elaborate your problem.
Nobody will be able to help with such tiny information.

Considering that, did you try to install your DLCs? And did it work?
You can check whether your DLCs are installed or not inside your game's installation directory:
"...\Stellaris\dlc\"

In this folder you should see additional folders with DLC names that you own and that you've installed.
If DLCs are not listed there, then you did not install them.
I don't know how it works with the Microsoft Store, but in Steam you can access your DLCs and install them through your library. You select Stellaris and then there should be a panel on the right called "DLC". Clicking on the "Manage My X DLC" button will open a new window where you can tick the DLCs you want to install. It should then automatically install them.

Cheers
TalentX
 
FYI if you are expecting Steam DLCs to appear in the MS edition, and/or vice versa, that is not possible I'm afraid. Each store's DLCs can only work with its base game.