I only got the stone prisoner, but as I remember it, that dlc was in the middle of the main game, not a separate story you can start on from the main menu. I believe you can check the start menu while playing the game or something to see what dlcs are installed. You need to go to Sulcher's Pass from the world map.
you shouldn't have to upgrade anything for this trophy. Go to a weapons vendor and make sure they dont have any weapons available to purchase. It's been a while since i played this game but i believe you get weapons for beating certain challenges at the battle arena. I'm not sure whether they count towards this trophy or not but you may wanna look into it.