Start your game and choose the file you have "Pure Survival" on. If you have not played Pure Survival you will have to start a new save with that mode enabled. Choose Solo Campaign and then choose to play downloaded content.
I would highly suggest you play through the game on Pure Survival first so that you can benefit from your upgrades and weapons. Everything carries over. If you have the Devil Horns be prepared for an extremely easy playthrough. Check through the regular guide's roadmap to see more info about the Devil Horns.