I entered my uplay code it says. And downloaded it. How do I now go to the missions?

Supposedly it should appear in the upper right on the main screen? But all I see is the Freedom Cry ad up there.

It is in the upper right on the main screen for me (PS4) and the mission "pack" is called Aveline. Honestly, you aren't missing a lot. It is a short set of missions totally separate from the main campaign and there's no trophies to be had (as far as I can tell).

Bought PS3 Black Flag from PSN and upgraded it to the PS4 version. Gave my Uplay info and activated the passport thing and Aveline downloaded automatically.

I found my problem. The code I entered was on the UPlay insert. There's another code on the back of the cover sheet. The insert alluded to it, but I didn't understand that "inside left of your game pack" meant on the back of the cover instead of on an insert.

I want to play the Aveline missions because I played through AC:Liberation and thought the character was interesting.

Wow, you said it wasn't much and it sure wasn't. Not only was it short, but it wasn't interesting either.