If you don't have it. I believe you did not download it. If you did, there is one more step you need to do. I dont know hows that work for consoles. For PC version, i had to download contents from GET BACKUP & EXTRA under MORE drop-down menu Through GOG Galaxy Application.
Once download completed, click CONFIGURE from MORE drop-down menu. You have to click check-box which contents you want to install.
PC. Have everything ticked in GOG. Even have Yen alt costume active, and even completed the DLC quests. Still, nothing in the tutorial section.
Try starting a new game and look in the tutorial section again.
I had a saved game since day one of release and I didn't see anything in the tutorial section. Once I started a new game, I double-checked the tutorial section again and it appeared right at the top.