Okay, maybe someone here can tell me what's going on. I bought the expansion from the very gracious NeoGAF user who is selling it for a discount on Steam. I started up Civ 5, and the new intro for Brave New World played.
However, the game options are completely unchanged. There are no new civilizations or scenarios listed. Under the DLC option, Brave New World is listed but unchecked, and when I check it and hit OK, then exit and go back to the DLC screen, it's unchecked again.
Is anyone else having this issue? Or am I just missing something?
Edit: I found the problem. The person who gifted it to me is in Europe, and therefore it's apparently not going to unlock until Friday. Not that big a deal. So if you're having the same issue, this might be why.