The free promotional material doesn't come with the Steam version. You can authorize them on Dragon Age Keep through Careers > Dragon Age: Origins > Rewards. As for the files you need to download, the Downloadable Content (Origins) page on the Dragon Age Wiki has links to official downloads. Looks to be through BioWare/EA's CDN. Just clicking on the links won't download them if you're using Chrome, you'll need to right-click and choose Save Link As. You'll then need to install the DAZIP files by running DAUpdater.exe found in <path-to-game>\bin_ship.
You could also use the CD Key for Dragon Age: Origins: Ultimate Edition from Steam to activate the game on Origin (EA's Steam competitor, not the game) and download the promotional material that way, but Origin appears to have an update for the game that Steam doesn't have.
EDIT: I just realized that 1. Someone already provided the same answer that I did, and 2. The previous poster necroposted.
I close this thread to prevent further necro posting.
The last post above this one and post #2 both contain right answers for this problem.
