For some reason you can't actually get the things you subscribe to from the Steam Workshop unless you've gone into it via the in-game object editor (the icon with glue and scissors). I learned this after more than an hour browsing the Workshop for interesting items and characters and subscribing to dozens of them, then starting my game and having none of them. Eventually I tried subscribing from within the in-game object editor menu, which worked the first time... although I still wasted all that time. There's no way to make the 22 pages of Workshop items I already subscribed to useable. I frankly can't believe there's neither a warning about it on the Workshop nor a fix in a patch about this.