My real question is do I need to include this exe file in 'Temporary folder' for every subsquent update?
Yes, with wyBuild 2.6.x you do. We're adding the behavior of "incremental patches" as an option in wyBuild 2.7 (instead of just "direct patches" in wyBuild 2.6.x). With incremental patches you'll only need to execute that file in one version.
wyBuild 2.7 is still a couple of months away.