I am pretty sure you only need ADBEAudition_ESD1_WWEFGJIS.exe. The other two are the software and library for Loopology, for creating loops. There is also a patch to upgrade 3.0 to 3.0.1; I can't remember precisely why this patch is needed, but Adobe says it "improves the overall stability and reliability of the application." That's here: http://www.adobe.com/support/downloads/detail.jsp?ftpID=4237.
^ Once again, everything that aaronji said.
Loopology is an add-on and library of thousands of royalty-free audio music loops. You likely don't need it unless you plan on becoming the next Skrillex.
If this is the same thing as Cool Edit, I want it. I used to run Cool Edit 2000 (I think it as 2000?). I loved it except for one thing: it didn't automatically cut on sector boundaries. But hey, that's why we have CDWav, right?
Audition will cut on sector boundaries depending on how you set it. Right-click on the "Time" panel along the bottom and you can choose different frame rates, ie: CD, SMPTE, milliseconds, etc. The one caveat I've found, and perhaps it's just the way I use it, is that if I change the viewable range of the waveform while I'm saving track markers, it seems to "upset" the frame rate and I'll get sector boundaries. Not a big deal to me since I always run the resultant files through Trader's Little Helper to double-check, but it had me scratching my head for awhile trying to figure out how/why I was getting errors.