Regarding the DLC integration, please confirm two things.
Whether it appears under DLC in Properties, and whether "Installed" is checked.
After confirming the DLC checkbox, whether restarting the Steam client makes it take effect.
This DLC is not a standalone app. It is used by switching modes from OPTION in the main XeGrader plus application. Once the DLC is applied, a medal will appear in OPTION.
To play in DLC mode, switch to MSX2 or Origin from the "Video & Audio" item.