Symantec_Endpoint_Protection_12.1_RU1_Part1_Installation_EN
This will contain everything you need for the upgrade.
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You will NOT need to download anything more than this package.
The client will be included in the Server once the upgrade is complete.
Here is a guide that can help with the installation and deployment of your clients:
http://www.symantec.com/business/support/index?page=content&id=TECH163580
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You will have to install the client on the SEPM server as just the SEPM server itself does not offer any protection.
Here is the best practice guide for installing on a server:
http://www.symantec.com/business/support/index?page=content&id=TECH92440
You will be able to deploy via new package or via the SEPM console.
It is always recommended to backup your server first. See article below for backup and disaster recovery.
http://www.symantec.com/business/support/index?page=content&id=TECH102333