It has Dawnguard, Hearthfire, and Dragonborn.
Yep, that's all 3. I don't have Hearthfire myself, but I do have the other two. Hearthfire, from my understanding, doesn't add much content... lets you build a house or something. Adds some items, that's about it. Dawnguard is a full expansion that adds a quest-line, new enemies and items. But Dragonborn is the best-rated one, it adds a new land space that you can go to by "taking a ship" there, as well as a related quest line, items, enemies, and even gameplay features.
They are seemlessly integrated as well, which is awesome, because I hated with other elder scrolls games, you'd add the DLC, and then as soon as you exit the tutorial dungeon it would give you a quest update like "Hey, a mysterious island was reported just off the coast, maybe I should go check it out!" Uh, how would I know that if I just left the tutorial dungeon? If you installed 5 bits of DLC, you'd get 5 pop-up notices as soon as you walked out the dungeon door. Very lazily done when all they had to do was script them to occur later after other events.
Skyrim staggers it so that it doesn't kick in until you've done certain things in the game. Which is natural.