Find your Steam folder in Windows Explorer and click the ">" sign to open it, do the same with Steam Apps, and then common. Find and click on your Duchess dlc folder, and in the right hand pane of Explorer copy the .ja file, and paste it into the builtin folder of your TS12 install. When this is done, open TS12 and on the blue dialog that says start, option, content etc, click on Options and copy and paste the DLC serial number into the text box at the top and click the Add button.
And you should be good to go. Any problems, post the details in these forums.
Don't forget to register your Duchess DLC with Simulator Central, then if you upgrade TS12 to SP1 HF4, the duchess dlc will be upgraded with it.