Mark of the Conqueror is a DLC for Nioh. It is available to players who complete the first stage of the alpha and beta demos. It can also be unlocked by finishing the stage available on the final chance trial.
Mark of the Conqueror
Once you finish the stage, go back to the main title and press triangle to unlock the content on the PlayStation store. You should keep your save data for the full release of the game, but you can delete the demo application.