Every product installer comes with the Addon Manager, and its most important files are downloaded by the installer from our site, so you always get the latest version when you run an installer, assuming you have a working internet connection.
The only time you must download the Stand-Alone Addon Manager separately, is when we do a very large update to it, like when we switched from Couatl 2 to Couatl 3 (after 6 months of public Beta testing), and the Live Update system WILL notify of this, asking for a "Major upgrade" (see the GSX manual about the difference between a Minor and a Major update).