Hello sirpeter1,
When you open the game you should click on "Play" then "Custom missions". A list of missions which is available to download will appear. Choose a mission you like and click on it in the list and on the right will appear a message saying "download mission". click on that and voila the mission will download for you. This might sound a little obvious but you ARE connected to the internet aren't you? if you do not have a little symbol in top right of screen with your username and "online" showing go to "Profile" and enter your details there. See my picture.
Regards,
Angus.