Dear Kieran,
Great question!
In order to patch a retail version of C-IV, you should consult your manual as came in the box. This means going to Advanced options in your C-IV menu and Search for updates. Otherwise, if you truly choose to get an update from this website, you can certainly download the latest patch and implement it. If you are worried about stability issues, you also have the option of downloading each patch and individually implementing them here. From my recollection, the update available to retail via the game interface only picks up the latest patch, but that's usually more convenient to most people.
There is no Broken Sword. That's a character in the "Hero" movie with Jet Li. There is a Beyond the Sword Expansion pack which implements alot of new leaders/wonders/units/buildings. It also comes with extra mods for you to play with. The same can be said for Warlords, another set, but one that many players consider inferior to BTS (Beyond the Sword).
Come to think of it... there are so many mods on this site that one of them COULD be named Broken Sword... but I don't think that's what you were asking.
Nicholas