The DLC stages (prefixed with "Ad") will appear at the bottom of the list. A Note on "Updated" ROMs:
"Finally, I can play the DLC without paying $300 for a used Xbox 360 disc. The frame pacing is actually better than the original hardware." – sonic unleashed dlc rom updated
If you find a legitimate "Updated" ROM, here is the checklist of content you should see on the title screen: The DLC stages (prefixed with "Ad") will appear
If you are looking for an "updated" version of the game in terms of performance and visuals (rather than just DLC), you should look into the project (sometimes called the "Unleashed PC Port"). sonic unleashed dlc rom updated