In Dark Souls II: Scholar of the First Sin, the keys that were previously available as DLC (Dragon Talon, Heavy Iron Key, and the Frozen Flower) are not unlocked automatically upon starting your game and must be acquired throughout your journey.
These keys can be found in the following locations:
Dragon Talon - This item is located in a locked room within the well in Majula. The Forgotten Key required to open this room can be acquired in the Black Gulch.
Heavy Iron Key - This item is located in the Salamander Pit under the Forest of Fallen Giants. You can use the Iron Key (acquired at the Iron Keep) to unlock the door before the Last Giant's room to access this area.
Frozen Flower - After lighting the very first Bonfire in the Drangleic Castle (The bonfire that is next to the Throne of Want entrance), take a right and enter the first door on your right (you must kill an enemy near this door to open it). The key can be found in the following room.