you do have destiny already i take it? (might be a daft question but thought i'd check). taken king is an add-on so should be there. if the missions arent there when you boot the game up, go onto the game tile and down to the store option. it should then list your add-ons, check if it's installed there.
did you buy it from same region at the game itself? DLC can be region locked at times i think.