If you don't want to download all this, the episodes will be streamed to your console:
If you want to download it and you've preordered:
In order to pre-load go to:
My Games & Apps > Quantum Break > Press your controller's "Menu Button" > Manage Game > Quantum Break Episode Pack > Install
This is if you have already pre-ordered Quantum Break. You can't download this through the store. It will tell you that it is "Bundle Only".
For those who think it's just 4 22min episodes.
Each episode has variations within itself. Some scenes only trigger worth some decisions and after doing certain ingame things.
So there's a bunch of permutations for each episode, it's not just four episodes in that download.