Fire Emblem: Three Houses’ Cindered Shadows DLC adds a whole new side story campaign to the game. You play through this new campaign, featuring the Ashen Wolves, separately to the main campaign. This set of DLC is not free, so there are a couple of steps you will need to go through to play it.
First thing first, you need to own the content. If you haven’t purchased it already, you will need to get the Fire Emblem: Three Houses Expansion Pass from the Nintendo eShop for $24.99. The expansion pass includes four waves of content for the game, including the Cindered Shadows DLC.
If you already own the expansion pass, power up your Nintendo Switch and hit the + button while hovering on Fire Emblem: Three Houses on the main screen, select Software Update and then select Via Internet to download the new content. That will take a few minutes, and when it is complete, you can start the game.
As the Cindered Shadows campaign is separate from the main campaign, you can start it from the main menu by selecting Side Story. This will start the Cindered Shadows campaign content.
Remember, while the Cindered Shadows DLC contains a campaign that you play separately to the main game, you can still recruit the Ashen Wolves in your other playthroughs of Fire Emblem: Three Houses.