After you've installed this DLC you can load a saved game and you'll be informed about the possibility of starting a new quest. Important! You won't be allowed to move on with this mission until you've left [Lothering] and therefore completed Lothering and the imperial highway main quest!
An important thing about Warden's keep is that the difficulty level of this DLC will change depending on your current progress. I would recommend starting this quest after you've successfully returned from The Circle tower, because you'll want to have Wynne (as a healer) in your team. Don't forget to free some space in your inventory, because you'll have a chance to collect a lot of useful things in the near future.