First, you do not need the file for the intervening versions of EE in order to update; you only need the files from the current version of EE.  In order to update from a previous version of EE to the current version, follow these general steps:

(Let us imagine that you’re upgrading from v1.1 to the current version of EE.)

1. Go through each set of upgrade instructions in order (see documentation).  For you that would be 1.1 to 1.2, 1.2 to 1.2.1, etc.

2. With each set, follow the instructions except for the last step where you run the update script.  So, replace/move/delete all the files and directories as indicated, but use the current version of the files to do so.  (Following each set in order will ensure that you’ve accounted for all the changes introduced in the intervening versions of EE.)

3. When you get to the very last set of instructions, follow them as normal and run the “update.php” update script where indicated.

**Note- if you are updating to a new BUILD instead of a new VERSION, see Updating to a new Build.  For example, 1.5.1 and 1.5.2 are different VERSIONS, however, there may be multiple builds released within the same version: v.1.5.2 Build: 20070102 vs. v.1.5.2 Build:  20070302.