Normally I will do a manual installation, then I'll go to PlayOnLinux Configure then Miscellaneous Tab.
There you can click "Run an exe file in this virtual drive"
Then I'll find the patch and install it.
It may not be that simple depending on the game/program you are installing. Sometimes installers require Dot Net Framework or visual C++ to be installed first. Which is why I do a manual installation... I can install those dependencies ahead of time before the application or patch installs