I've bought Sims 3 Dragon Valley and it won't download.

does it not show up in the main menu +new game to start playing with the world  ?

The world doesn't download

The most common reason for this is that the game is not updated to the newest version. Make sure you are updated. i.e. the latet patch

wordls guide here http://answers.ea.com/t5/The-Sims-3-Store/Guide-Sims-3-Store-Worlds/td-p/1589911