I have installed Halo Wars 2 on my PC and it works fine, but when i go to the season pass in the store all it says is “Manage”. When i click that button it brings me to my library where the season pass content is all in the “Doesn’t work on this device” Category.
You install the leaders individually, the Season Pass just makes them free. If you look at the add-ons for the games in the store you should see them, or you can go to the Blitz Leader carousel and select each leader and it will take you to the store entry for them.