How do I get Skyrim to redownload Dawnguard and the other DLC if I accidentally deleted it from the data files menu?

  1. Load Steam
  2. From the Library section, right-click on the game and select Properties from the menu.
  3. Select the Local files tab and click the Verify integrity of game cache... button.

Steam will verify the game's files - this process may take several minutes.
If steam finds that files are missing from the game's directory, it should automatically begin to re-download them. This method has worked for users who are missing DLC [source]