You should have a special key on the game box. When you launch the game, you should see an icon with a griffin in the main menu; this is the "unlock expansion" button. Enter the key there, and everything should work :). Information from Hugo.

I only found two keys in the box, one I entered when I started the game, and the second... It seems I need to use it, I'll try to follow the advice now)

Added after 12 minutes
It works! Thank you very much!)
By the way, another question: In the book with illustrations in the collector's edition, there is one hero for the Nagas, Hiroshi. Where can I acquire him? I really like him, but he is probably not in the collector's edition itself. Where can I find him? Does anyone know?)