You'll have to manually download it, I believe. I think you can do it by going to Roster Management. Off the top of my head, I think it was the very last screen on the far right when you're at the main menu.
That's my biggest frustration. We've seen the gold that people can put out, even with the lacking roster and player editing available to us in the NHL series. The Revamped team still managed to put out amazing rosters and attribute edits using a thoroughly handicapped system. Just imagine what they could do with rosters that could be shared via an in-game database, or at the very least, a USB stick.
I don't expect EA to hit the nail on the head every release. But, they have a community at their disposal that's more than capable of not only creating and editing rosters and player ratings, but doing so by committee, in an effort to make more people happy. Just look at the in-depth discussion surrounding the Revamped Rosters (I'll sound like a broken record, but I hit on Revamped and MLB The Show a lot when rosters and customization come up). They had threads dedicated just to figuring out what people thought would be a good ratings system. Everyone could come in and say "You know, I expect X ratings in this category when I'm talking about a 1st line sniper" and it went from there.
Even if EA didn't want to maintain the database and servers associated with an online shareable roster, giving players the tools to make players that look and behave more like their real life counterparts could be as simple (idea wise, not development wise) as creating a way to export rosters. If there was a way to open the database on a computer and edit the ratings and values more easily, people could do entire teams in an hour or so, changing attributes to match the agreed on values. They could do the same for equipment ratings, and in my perfect dream world, edit the faces and export the player models too. Then those rosters could be thrown online to be downloaded, moved to a USB drive, and imported onto your system's HDD.
EA doesn't have to add any online aspect if they don't want to, and if they say it's an unsupported feature, they can keep themselves from wasting time with it, and leave us to solve what problems we hit.