If you're talking about the one with Chris Masters you get it for free when you sign up for it online, however if you got it used chances are you won't be able to get it. As for the others you buy them off shop individually.
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It can be downloaded from Xbox LIVE and PlayStation Store.
The Nexus is not in the orignial Smackdown vs Raw 2011 roster, but three members from the old Nexus (Wade Barrett, Justin Gabriel and David Otunga) can be bought and downloaded in the first DLC pack from PlayStation Store.
It will be in DLC pack 3. The release date isn't revealed yet.
No, they're not in Smackdown vs Raw 2011.
The Nexus is not in the orignial Smackdown vs Raw 2011 roster, but three members from the old Nexus (Wade Barrett, Justin Gabriel and David Otunga) can be bought and downloaded in the first DLC pack from Xbox LIVE.