Wasn't the DLC for Saints Row 2 not released for PC and was consuqantely "ported" to SR2 through Gentlemen of Stilwater?
Well, if that's what you're asking than you will have to do the 'Retribution" after finish the main story (or before). After you're done brutally murdering... someone special, you'd be able to do the DLC missions ported over.
At least, that's how it looked like on my game from Steam.