So I bought the killzone 2 DLC of the old KZ 1 game, but can't find it in game?

May be...

where is it located when I play KZ 2, skirmish or warzone or campaign I CAN'T FIND IT SOMEONE PLEASE TELL ME WHERE IT IS SUPPOSED TO BE

Its online, usually under slash and thunder

did you install it in the XMB if not then install and then it should appear if not then delete it and re-download it again