If you purchase one of the two DLC available from Steam, but don't receive the rewards you may need to do the following: (You will need to make sure the game is closed before you start)
1) In the Steam Client, right click Gems of War and select Properties.
2) In the Properties menu, go to the last tab called DLC
3) Make sure that the purchased DLC is ticked to be installed, and close the Property menu.
4) Run the Game. You should find the DLC waiting for you via the in game mail.