I just bough the game with all expansions. Gog Galaxy says it installed all 4. But there is no way to access them from the main screen. Do I have to play and unlock them?

From what I saw on the steam forum (here to be precise), here's the answer from the dev' to a very similar question :
"Start a new game. The scenarios will be there and the extra content will be in the game - new stores for Miami (among other things), new apartment types (among other things) for Tokyo and two new scenarios for each. The main menu will not change or show any difference, but the content is in the game when you start a new sandbox or one of the new scenarios."
I'm only discovering the game too, but I hope this what you wanted to know ;)