The last step here is to open up Steam, navigate to the Rocksmith 2014 DLC page, and buy Cherub Rock by the Smashing Pumpkins. Keep this folder open in your file explorer, though. Just pop it in, and you're almost ready to start playing custom songs in Rocksmith 2014. This can be found at the Steam\SteamApps\common\Rocksmith2014 directory.
The next thing you'll need to do is download this file, D3DX9_42.dll and pop it into your Rocksmith steam folder. This will allow you to download the Rocksmith custom DLC files once you have everything else set up. The first thing you'll need to do is create an account on CustomsForge, the largest community for custom Rocksmith songs out there today. There are a few steps you'll need to take before you're ready to go hog-wild downloading custom songs for Rocksmith.