Expansions (RotZ, CoP, ToAU, WotG): you need to install from media.
Mission add-ons (ACP, AMK, ASA): automatically applied after installing RotZ
Abyssea add-ons: automatically applied after installing RotZ and WotG

You haven't mentioned any install media for ToAU or WoTG. If you don't have those lying around, you're better off just going to Amazon and spending $10 for the Ultimate Collection: Abyssea Edition. You'll get a shiny hat in the process.