How did you purchase Stormblood? As you are a PS4 player, I would hope you did so via the PSN Store.
Login to your loadstone account, use a computer browser for this the PS4 browser is garbage. It will appear in your account status section of the Mog Station .
After downloading and installing Stormblood on your PS4, you simply log in to your FF account. Since you already had Heavensward, your PSN account is already bound to your FF account.

If you purchase Stormblood as a physical copy, follow these instructions.