The database and all new scenario releases are included together in the three PlayersDB installation files.
So, when you DL and install, you get the current Nov 7, 2011 database files (the last date it was modified) and all the scenarios that work for it (including the new releases). It's just more convenient for everyone involved for you to DL the installer whenever there is either a DB or scen release. It's only 10mB or so and installs in seconds.