well, did you just recently purchase the game?
most of the time when you buy the game off the shelf it already comes patched to the latest 1.4b patch.
run the game, and on the initual loading screen, after the intro movie look in one of the lower corners of the loading screen and it should say which version you have. 1.1 or 1.3 or 1.4 etc
if it is already the latest version... your good to go.
edit: the game in it's stock configuration is not
that hard, if you know anything at all about submarines (ie have watched and easily followed or understood a lot of sub movies) you should be good to go. If you plan to use GWX the game is more historically difficult.
other Kaleuns her will help you in your quest to sink them all.