i downloaded Operation: Anchorage and pastes the it in data files, and it appears in data files as well but i dont get the quest or anything!!

There is no "quest" per se, just a message at start-up. You have to find the location to initiate the DLC. Once in OA, you'll have some DLC-specific quests. There are several walk-through type guides available that tell you where you need to go.