Downloadable Content in Pokémon games can be purchased from the Nintendo eShop in Nintendo 3DS and possibly Nintendo Switch. Once you get all those DLCs, you’ll get bonus features and consumables. You’ll also explore new worlds and get bonus Pokémon creatures as well. Pokémon games excluisve in the Wii U and 3DS eShops are considered DLC. The Wii U and 3DS eShops are closed after March 27, 2023. If you haven’t gotten all DLC for Wii U and 3DS games belonging to this series, it’s too late. If you are interested to Pokémon and already managed to get 3DS DLCs as well as Wii U and 3DS exclusives, then you have no need to worry about it.
To learn about the Downloadable Content in Pokémon Mystery Dungeon: Gates to Infinity, see Pokémon Mystery Dungeon: Gates to Infinity DLC.