Thanks that makes things clearer.
I don't actually release an updated installer for every version and I usually don't include the client.wyc file in the actual updates, which explains why I didn't see the benefit/need for this step.
Confused about the 'Build wyUpdate' buttonAnswered
I understand that you need to run this once to build the client.wyc which should be included in your installer (along with the wyUpdate.exe program).
But the program says 'You must to (sic) rebuild wyUpdate (the updater) for every new version of your software'.
Why is this needed for every new version?
I have tested skipping this step and also deleting the files in this folder and clicking on the "build update" button and it seems to work as expected and updated my test project.
Answer
Presumably you’ll release an updated installer with every new version. That’s what that’s for (covered in the step by step walkthrough)