That depends on which version of SH3 you have and where you purchased it.
If you have a new off the shelf copy of SH3 it is likley already patched to version 1.4b so all you have to do is install GWX. to tell what version you have start SH3 and the loading screen will tell you which version you have by saying "1.4" or "1.1" etc in one of the lower corners of the screen
Did you download SH3 from Ubi.com? Did you buy the DVD in the USA? did you buy the DVD in the Europe or Asia?
Are you using any mods already or is this stock out of the box SH3 your playing now?
answers to these questions yield the results your searching for
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