All updates to games published by Wargame Design Studio, and previously John Tiller Software include all game and documentation changes in a single update. Each update is a self-extracting executable which you should run after downloading. You will be prompted for the folder you installed the original game in - it is important to validate you are installing the patch where the game is.
Updates are inclusive so that you only have to install the latest update to ensure that your copy of the game is up to the most recent version. If your copy of the game was at the most recent version when you purchased it, then you don't have to install the corresponding update, you already have the latest files. You can check to see what version of the game you are running by selecting the About option under the Help Menu. The Changlog lists all the included updates, features and fixes in the patch.
Note: All new updates no longer Support Windows XP as of 01 Dec 2017