I don't know about the english versions, but the german version from the alea treasure chest does not contain forest tiles. Nevertheless the rules for forests are included and are surely included in the expansions you bought as well. Take a look at the rules for the forest house. You just use a turned over plantation tile as forest.
I wonder if someone is splitting bits of the Alea Treasure Box and selling off portions of the individual games. I can't otherwise explain what I received.
The link I posted above suggests that the expansion in the English version of the treasure box does not have forest tiles. Also splitting the treasure box is very common practice as very few people want all of the stuff.