I think if you bought the Imperial Edition it should add the content automatically. If you log into your account using the link at the top of this page which version does it say you've got? (On the right of the Account Summary page.)

When you created and logged into your first character you should have gotten a whole bunch of notifications about the various items being available to you.

The Horse and the Pet/s will be in the collections menu (on PC this is the square, circle and triangle icon in the middle of the menu bar, I'm not sure about consoles) and the Ring of Mara is mailed to you (envelope icon on the menu). You should also get another mail notifying you of the non-item parts like the Imperial race and the ability to change equipment to the imperial style.

http://forums.elderscrollsonline.com/en/discussion/174410/not-receiving-content-from-imperial-edition-or-explorers-pack#latest