the sql file looks like a text file icon, the php file is a php file. both are present, but do not open the sql file in a text editor, some will change the format and corrupt it, when you have it, just upload it and follow the instructions,

if they are missing then re download the update again, they will be in the root folder of the upgrade, i.e.
\Desktop\Dolphin-Patch-v.6.1.1-Free\upgrade.6.1.1 <<text file .sql
and
\Desktop\Dolphin-Patch-v.6.1.1-Free\upgrade.php

if you are really see more stuck tell me your email address and i'll email them to you