I contacted Cliff from Positech with this question. He said you have to install Africa where you installed your other D3 products in my case as I have D3 and all the DLC. (I also have D2 from way back).
In my case, I generally buy direct from Positech to support them as I love them so much *and* I also buy from here. With Africa I bought from here first instead of Positech so when I used the GoG installed, whilst I was aware it should be installed where the other D3 stuff was I thought I'd try NOT doing that and letting the GoG installer put it where *it* wanted.
I will be buying Africa also from Positech later this week and then installing it where my other D3 things are and report back.
Generally you can tell if the DLCs are picked up by going to the MODS menu on the main screen. So if you have the DLC and D3, override where the GoG installer wants you to put it UNLESS it means putting it in the same place anyway.
Hope this helps :)
styggron, thanks for your reply, I am guessing GOG installer for the 3 DLCs dont allow that installation to base game as D3: Africa for now