On PS4, if you have purchased the Control Season Pass, please go to the Foundation or AWE PlayStation Store page on your console and click the Download button for each one. The content does not automatically install and has to be done manually.
Once you do this, your content will begin installing. When complete, restart your game or reload your last save, and your content will now be active.
To access the Foundation DLC, you must finish the main campaign for Control first.
To access the AWE DLC, you must finish Mission 7 (Face of the Enemy) first.