You can add the character add on pack right away. For the adventure decks, you add them when you start the adventure, so in the case of skinsaw, you would add those cards after you've played through burnt offerings, and perils of the lost coast.
You'll have a lot of fun with this game.
Loot cards are given as rewards for competing certain scenarios and adventures starting with the end of Burnt Offerings deck that came with the base set.
You can only get these cards as a reward, they can not be encountered while exploring in the game.
There is a brief mention of them a few times in the rulebook. In the updated version it is on pages 15 & 6.
Loot cards do not have a check to acquire; instead, you earn them as a reward for completing a scenario.
Loot: Loot cards are unique in a couple of ways. The other boons can be found by exploring locations, but loot cards are only given out as rewards for completing scenarios. They are automatically acquired, and so have no check to acquire. Also, loot cards list a type, such as “weapon”; apart from the way loot cards are acquired, they behave just like other boons of that type and count as cards of that type.
Speaking of the updated rulebook, if you haven't I would highly recommend you download it. Its on the front page of the PACG section of this website.
Welcome to the game. Hope you have a great time playing it.