Are you talking about SQL/MSDE on your backup server or on another server on the network?
If you have SQL installed on your media server when you install BEWS, the installer will make set itself up using a SQL database. However if there is no copy of SQL installed on the server it will automatically installed a copy of MSDE and use that instead.
Therefore if you have a copy of SQL installed on the server it would be the sql2ksp3.exe installer that you need to use on your system to bring it up to SP3.
While if you haven't installed Analysis Services on your server it won't be there, a lot of different applications make use of MSDE to store there data, so I would suggest it is also worth running sql2kdesksp3.exe just to be on the safe side. If there are any instances of MSDE on the system it will patch them, and if there are non it just won't do anything, but it won't hurt anything.