You need to upgrade your admin system first - instructions on how to do that (and a client upgrade) are in the EEM administrators guide, and the EEPC Admin guide.
Start by upgrading your infrastructure to 5.2.12, then you can upgrade your clients.
OK, I was just trying to update my original post.
I think I am finding that I have to run the "SetupEEPC.exe" from the 5.2.12 files. And will that update my client files so when I go create a new file set it will have the files?
yes, but make sure you've updated EEM first otherwise you will be in an unsupported state. Always update your admin system before clients - the admins are backwards compatible, they are not forwards compatible though.