i don't see specter of torment in my library. aren't we supposed getting this for free when owning shovel knight?

I guess you have to beat the game with both Shovel Knight and Plague Knight, then it unlocks the third (new character). I doesn't have the game but the Plague Knight worked this way for my friend.

You don't need to beat any character to unlock others any more.

Instead, just install the new updated version of Shovel Knight: Treasure Trove, start a new game, and you should be given the option of playing as Specter Knight.

(Also, you can now play as Plague Knight without beating the game first.)