What is the correct way of using Skyrim DLC's
The DLC are completely independent and compatible with the original game, no matter your game progress or installation order.
Meaning, you should install the game with all updates and DLC, and start playing as you like.
Note that for Hearthfire you will need to complete some standard quests to be able to buy your land. And for Dawnguard you will have to be around level 10.