Some DLC like the music and the printable pages are located on your hard drive and not in the game.
You will have to do a search for them I found mine in a directory or folder called:
- \Steam\steamapps\common\Baldurs Gate 3\DigitalDeluxe
The items like the cape and lute etc are in the chest where you can store items in at camp.
Note: You do have to log in via Steam to get access to them – if you start a game offline you won’t find them until you access that game while logged in via Steam.