All expansions require install media, but add-ons autodownload. You need an installer for Zilart, Promathia, Aht Urhgan, Goddess, and Adoulin to enable/install those. Crystalline, Shantotto, Moogle, and Abyssea auto-download if the required expansions are installed.

The trial doesn't include any expansions, so you will be stuck with the core game until you find expansion installers, or copy the Program Files\Square Enix\PlayOnline folder from the hard drive of another PC user that has them already installed.