The deep6.exe file is the actual W&W program. So if you tried to run it from the patch directory, it plum won't work
You need to copy it and the rest of the patch files to the W&W directory. They'll replace existing files, and once that's done, you simply run W&W like normal and you're now patched
If you're a wee bit paranoid like me, you might also have copied the original files to a different name so that if you want, you can unpatch fairly quickly. But that's not a required step...
So... let us know how that goes. My gaming machine won't be available until later tonight, so I can't check anything at the moment. But I will later...