It there a document with this procedure as it is not in the download.

when upgrading you PATCH from level to level...so ...2.03 to 2.04 to 2.5 (if that were the case)

You usee hte patch because it only includes the files that are updated....this SHOULD not then affect your DB. Its always good to make a backup though just in case...

the patch does not execute on its own...you just copy over the files from the patch with the corresponding ones in your directory....

For instance, you may see a folder called modules in the patch set...but it may oonly include version.php or whatever from that directory , not every single file.

My suggestion? Back-up your site...
throw the patch files in there...they will overwrite...
there is bound to be a little debugging...but not always! (fortunately)
I remember back when I upgraded from 2.03 to 5 myself...you have to do it in sequence and now there is a file that includes the 2.03-2.04-2.5 patch...you do it sequentially....

It's not so bad eh?
(Thogh it can seem like its nerve-wracking....)