You need to download it separately through Steam. It can be found in the Tools section within Steam. To get to it do the following;
Open Steam -> Library -> All Games -> Tools -> Football Manager 2012 Resource Archiver. And then Install”.
The initial run may require to install direct X files.
Open Steam -> Library -> All Games -> Tools -> Football Manager 2012 Resource Archiver. And then Install”.
The initial run may require to install direct X files.