Oracle Critical Patch Updates (CPUs) are nowadays Security Patch Updates (SPUs).

Starting from October 2012 onwards Oracle's Critical Patch Updates (CPU) will be called Security Patch Updates (SPU). SPU patches are cumulative so the new SPU patch contains all previous patches. And you don't need to install previous CPU/SPU patches before installing new SPU. The patches will still be released as part of the overall Oracle Critical Patch Update (CPU) Program:
CPU/SPU patches in Oracle technet


NOTE! Window's Oracle installation have their own patches SPUs are not used in that environment.
More info about Oracle patch types:
My Oracle Support Document 1430923.1