If you left your machine idling overnight, it downloaded automatically. If, like me, you turned it off, then the next morning you got to stare at a loading animation for about 45 minutes (or was it 1 hour and 45 minutes?) while the DLC update came through. All the information is there in everyone's console right now anyway. That's how you can see and fight Urzok outside the Skywatch, even if you didn't pay for the Dark Below. But only if you bought TDB will you have an actual quest to kill him. If the data wasn't in your console and your disk, it would result in some players in the public areas being able to see only half of the enemies or identify half of the weapons in the Crucible.