This post assumes you were already using v1.9.3 of the game.
First, go to your Steam Library, right click on HOI IV and go to the BETAS tab, and be sure it is set to "NONE - Opt out of all beta programs" then wait for Steam to upgrade to Collie v1.10.1.
Next, did you buy BftB through Paradox or through Steam?
If you bought it through the Paradox website, You must take your product key from the email and enter it on Steam.
To do this, go to the Steam Library again, and in the bottom left click on "ADD A GAME", then enter your product key in the pop-up.
BftB should now show up in Steam and in the game.
If these don't work, go to the Tech Support forum, they will help you there if you play nice.