So, after last nights rough attempt at playing Halo MCC I've decided that this quick guide will be a necessary thing to make.
A quick little inclusion before we go further, if you don't already have the MCC you won't need to buy the entire thing if you want to play only a single Halo game.
For example, if you were to go to the Halo 3 store page and purchase that alone you will get Halo: The Master Chief Collection added to your Steam library even though the page says "This content requires the base game Halo: The Master Chief Collection on Steam in order to play."
And yes, this has been tested. It makes more sense to think of MCC as a launcher that comes with the games upon purchase even though Steam calls the games "DLC".
Step 1
Install Halo: The Master Chief Collection.
Step 2
After it's installed open the game and click on "OPTIONS & CAREER" then on "SETTINGS".
Step 3
Right at the top in the middle is a tab called "GAMEPLAY", select it. You'll now see a rectangular box next to "CHANGE INSTALLED GAMES", click on that.
Step 4
Now you're greeted with a row of games, below each individual one is a checkbox for "MULTIPLAYER" and "CAMPAIGN". Light up the desired boxes for the desired games then click on Accept Selection. You'll now have to wait for Steam to download them.
There you go! I hope this made some sense to anyone who reads it.