1. Well, where do you have Silent Hunter 4 installed? What is the "path" to the SH4.exe file?
2. Which version of the game do you have? In the Silent Hunter 4 folder, right-click on the SH4.exe file, which will display a pop-up menu (aka: "Context menu"). On that little pop-up, choose the "Properties" choice at the bottom of the menu list. From that "Properties" page that displays, click on the "Details" tab is a section in the middle that shows "Product Version: ___" For WDAD, you need to have version 1.5
You can upgrade to v1.4 with the patch available on SubSim here
Official v1.4 patch
To get v1.5 however, you do need to spend more money, and either get it from Amazon or Ubisoft, if you can find it. You cannot use the Steam version of it on anything other than a Steam version of the "base" game from them, which is v1.3... so sad, but true. You might be able to find a "Gold Edition", if you do need v1.5 easier than you can find the Uboat Missions Addon...