Have you got a Steam version of M&B: Warband ?
Have you waited Steam ti diwnload the update of NW once you bought it ?
To check if you got it:
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[*]Go in your Steam Library
[*]Right Click on M&B: Warband -> Properties
[*]Go in the tab DLC
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You should see the Napoleonic Wars DLC, if not, it is you do not have it.
Also, it is possible this error might be linked to the promotional offer, a lot of people reported issues with the Steam free week-end.