Here are the steps on how to unlock Silver Sable:
1. Purchase the "Silver Lining DLC."
2. Install the DLC.
3. Start the game.
4. Go to the Main Menu.
5. Select "DLC."
6. Select the "Silver Lining" DLC.
7. Select "Start."
8. Play through the first mission of the DLC, called "Silver Sable's War."
9. Once you have completed this mission, Silver Sable will be unlocked as a playable character.
You can now switch to Silver Sable by pressing the Triangle button on your controller while in-game.