It depends - start RTW (vanilla) and click options, and then look at the version number. The patches go:

1.0 / 1.1 -> 1.2 / 1.3 (BI) -> 1.5 / 1.6 (BI)

Just download and install any patches you are missing. Every separate step (marked by the arrows) is necessary (i.e. install 1.2 or 1.3 before 1.5 or 1.6) but different patches presented in the same step are not (e.g. from 1.2 you can go straight to 1.5).