I have another question. All files have been changed (2.6.1 -> 2.6.2)? I must overwrite all files or only few of them?
Generally, we recommend deleting the old files first and then uploading them, because for some reason, people are really bad at "overwriting" files. However, if you know what you're doing, then overwriting works fine. I upgrade my own site by overwriting the files on it.
And while it's true that only some files have changed, it's hard to say which files those are without a comparison between the old and the new. So I'd say to just upload all of them.
And remember, you do not want to delete certain files if you do it that way. Like your plugins, your theme, your uploaded images, the wp-config.php, etc.