I strongly recommend you keep an archive copy of every Exchange Server installer, service pack, update rollup, and cumulative update in case of a support or recovery scenario that requires it.
FAQ: In What Order Should You Install Service Packs, Update Rollups, and Cumulative Updates?
Which order should you install Exchange Server cumulative updates, service packs, and cumulative updates in?
How to Build an Exchange Server Test Environment
How to build an Exchange Server test environment and use it to test new updates.
Exchange Server 2013 Transport Services Won't Start After Service Pack 1 Upgrade
Exchange Server 2013 Transport services not starting after the upgrade to Service Pack 1 due to issue impacting third party transport agents.
Upgrading Exchange Server 2013 Servers to Service Pack 1
How to upgrade an existing Exchange Server 2013 deployment to Service Pack 1.