If you only have the original game without expansion packs, then you will not have access to prestige classes, in the same way that you shouldn't have access to skills such as appraise, tumble, and craft weapon/armor.
For some reason they appear in the class selection screen after patching.
When you have the two expansions, which are Shadows of Undrentide and Hoardes of the Underdark (you need both to get all of the prestige classes, and new features obviously), you will have access to these BUT they are special classes.
There are certain requirements for taking these classes. For example, you often need a certain Base Attack Bonus, or you may need to take selected feats or skills. Some are even restricted to race and class, such as dwarven defended, for obvious reasons, and Arcane Archer, which requires you to be an elf or half-elf, have at least one level in an arcane casting class (wizard or sorceror), a BAB of +6 and a couple of feats. So basically you have to orientate your earlier level choices to whatever prestige class(es) you want to take.
The upshot of this is a) you don't take any multi-class XP penalties for prestige classes, even if you take 2 alongside your original class, and b) they get lots of feats and bonuses that are better than normal classes.
Sad thing is of course that you will need at least one of the expansions to use some of these classes, and both to use them all. Another good thing is that once they are installed, you can use then in all campaigns, including the original OC.
You didn't download these on the update, you downloaded certain features but you need to buy them and install them to get everything. It does on the loaded screen "Shadows of Undrentide: Now Available" and the same for HotU, which you might have confused for them actually being there.
