Welcome to the forum.
Have you tried to get on the online MP since you downloaded the pass? Is it working?
Also be sure you check out the God of War section of the forums here:
Good luck warrior! See you in the arena!
Online passes are installed in the Game Data Utility. You can't see them in the XMB. There is no icon for them, because there is nothing that you can do with them. All they do is to enable online function in the game. The online function was already in the game. The online pass is just an unlock token, essentially.