From the DLCs on the side you linked are only the "Cerberus Network DLCs free to use.
The DLCs under "DLC" (Genesis, Arrival, Overlord, Lair of the Shadow Broker, Kasumi – Stolen Memory, Firepower Pack, Aegis Pack, Equalizer Pack, Alternate Appearance Pack 1 (Garrus, Thane, Jack) and Alternate Appearance Pack 2 (Tali, Grunt, Miranda) are not free and must be bought separately.
You can find them here.
However, AFAIK there is no way in the moment to make this DLC bundle work on a Steam game.
That means you need to redeem the Steam CD Keys in Origin (for free) and install the game with Origin.
Edit: Your save games will work in the Origin version of the game as well.
