If I download the latest patch to any pc game will it include all previous patches made before... I'm a noob! lol :P

This very much depends on the game, you need to read the patching instructions for each game. Also, GOG games come pre-patched, so if you buy here you don't need to do anything.

It depends on the game. Some patches include all previous one, some must be installed on previous ones, and some games have both kinds of patches for each version.

You basically have to go to the appropriate website and read the information carefully.

Usually, yes, but it depends on the game and patch. Sometimes, there's both an option of a large patch which includes everything, or a small patch which contains some or none of the previous patches (and therefore requires a minimum version to apply).

If all else fails, read the release notes/announcement; they will tell you if the patch needs to be applied to a specific version.

Yeah, most of the time they do. There have been some exceptions like the Neverwinter Nights 1/2 patches, or World of Warcraft. But those games had an automatic patch downloader.

There's more exceptions than that, all the Dawn of War games (original ones) had incremented patches, there was no rolled up complete one. There's surely some others that escape me at the moment.