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Where did you buy the collection from? In the collection all the DLCs included are already installed with Cities in Motion. You could for example check the list of maps available. If there's more than 4 original maps (Amsterdam, Berlin, Helsinki and Vienna), the collection should be fine. In the collection released in November 2011 we had Tokyo and German cities (Munich, Leipzig, Cologne) + extra vehicles and metro stations included.
 
In Cities in Motion Collection you should be able to see the different cities listed in the sandbox mode. Is this the boxed copy with Steam?
 
Sorry for not being clear on that. So yes, my question was that if it was a CD or download version. Does the game require Steam? There should be all the content included already. If they sent the base game, they should give you codes to activate the addons (if there are codes, you'll activate them on Steam). Unfortunately I can't really help you on this one, you'll have to check it with Amazon.
 
I would recommend to add the dlcs in the main menu. I saw once a mod that did that... forgot which one. Its a small logo on the main page of the game. Like above the main menu, a small logo, each DLC would have one. So when you buy one you can immediately see its there. Most games change something in the menu when a dlc or expansion pack is installed. First DLC (Tokyo) I expected that. Would be nice.