Provided your last Save file isn't in the final area (requiring you to start with an older save) and you aren't
Woody (see Woody's review of Operation: Anchorage for the PC to hear his tale of woe and how Bethesda helped him through it, so you don't make the same mistake), your character should receive a transmission from a group of Outcasts shortly after downloading the content. This eventually leads you into a simulation of the historic Battle of Anchorage. From here, your virtual self takes the role of a soldier during three key missions during the battle.
All three missions are straightforward shooters, which is a bit of a disappointment. Although Fallout 3's combat elements were great, when taken as just an FPS, it doesn't hold up to some of the bigger names in the genre. The only choices you need to make are whether to take the left or right fork in a road or which weapon/ troop load out to take on a mission. None of the moral choices, or really any choices, that made Fallout 3 a unique experience are present. Even elements, like corpse looting and talking your way out of fights (with one exception), are missing.
Fallout 3: Operation Anchorage will probably benefit players still trudging their way through the Wasteland more than players who have completed their adventure. The big payoff for playing through the added content is the new gear it brings. There are two new sets of armor that manage to top anything I was able to find. You'll also unlock the Gauss Rifle, which will quickly become your main weapon - especially if you're spec'ed with Energy Weapons.