For Linux, you need to apply the diff to make changes, then make clean and make again.
For Windows, or pre-compiled Linux, just download the .exe
I have no idea what you mean. Are you saying that it has to be just a new .exe? Or will I need an entirely new Cataclysm folder with all of the other things changed as well?
On Linux:
With Source: you should be able to open the console and type "git pull" and it will update all the vanilla files, and then add your .diff as you need. Run the .diff with by clicking it or using the console command ".filename" I believe. I forget the exact command. Then you "make clean" to clear out the old program, and "make" to re-compile it from scratch, including any modding the .diff applied.
With Executable: Just make a new folder and drop it in, run as a new version.
On Windows:
With Source: Tell me how you got the source. So far I've only seen the source with Linux!
With Executable: Unzip into a new folder and run as normal.
Now, on vehicles...
None of the vanilla vehicles will protect to totally. You can move diagonally into the cabin of a truck and be attacked. You can modify your vehicle to make it more protected, but most times you'll be making things harder to access or harder to see. Because of this, I prefer to sleep in buildings when possible, all the same as normal - liqueur stores, pharmacies, grocery stores, gas stations... anything with an enclosed back room makes a great place to sleep.
I usually modify my vehicles inside or partially against a building. Clothing stores are good for this, especially if you've got a truck. Ram through that flimsy glass front and position the vehicle such that you can't see outside. Now you're very unlikely to be disturbed because only things inside the store can spook you. Same theory applies to being against a building, block half your view and you're over half as likely to finish a job without interruption. If you have a truck with parts you can't see through, that will shield you as well. Cars and bikes can be viewed through, so zombies will just climb over them, but trucks are impassable.
If you happen to acquire a car and a truck, or otherwise get lucky with materials, I'd highly suggest enclosing the trunk bed as much as you can, perhaps leaving the back side with a door, and roof it over as much as you can. This will let you back up against a building so that there's no entry way, affording you a convenient place to sleep or craft/modify. This is even easier with opaque doors. Unfortunately it requires steel plates, which are most commonly found as vehicle rooftops, so dismantling a car and stripping the roof off may be needed.
And finally, everyone knows that sleeping in a house or gas station is dangerous. Lightning always strikes toiler. My bike has no toilet, it is immune to lightning.