I do not see a "Choose your Kingdom" option and I installed the whole thing via the itch.io ap. Do I need to do anything extra with that?
Ah, interesting... I had not tried the itch.io app. I see - it seems to "install" the game installer (which you then run to actually install the game), but it doesn't know about the DLC packs. The two DLC packs (downloadable through the itch.io website) are separate installers that you need to run. They'll try to install the DLC in the location where your game got installed. And you'll need to have the full game unlocked with the license key, if you haven't already. Sorry for the confusion - the itch.io app does weird stuff in this case. :-/