If you're talking about 0.1.1 patch, you only need to download it if you have the 0.1 version. If you already download the 0.1.1 version of the game, you don't have to install the 0.1.1 patch.
If you have the 0.1 version or if you're talking about incest patch, then you need to download them individually, extract the inside of the zip folder into the /Pan Hero folder location/game/