The Wrath of the Lich King DVD contains the installer for patch version 3.0.1. This means installing the expansion will require you to patch back up to the latest version of the game after installation. Since you will have already downloaded all of the patches prior to Wrath of the Lich King's launch, you will not need to download them again, unless you delete them.

Which means, we highly encourage players avoid deleting any 3.0.x patches until after the installation of Wrath of the Lich King.Of course if you would like to hang on to these patch files just in case you need to reinstall the game at a later date, you're free to do so, as it would save you the time of having to re-download them.