Core component of SQL Server for storing, processing, and securing data
You do not need to install all of the binaries shown for KB5037571. The Microsoft Update Catalog lists many files for this KB because it covers multiple builds, platforms, and packaging scenarios of the Microsoft ODBC Driver 18 for SQL Server. Each executable corresponds to a specific driver version, architecture, and sometimes a specific servicing branch.
In practice, you only install the single package that matches the environment where the driver is being installed. The most important distinction is architecture. On a 64-bit Windows system, you typically install the 64-bit driver if your applications are 64-bit, and optionally the 32-bit driver only if you have 32-bit applications that require it. The file names do not always explicitly say x86 or x64, but the catalog entry details will indicate the target architecture. Installing both is not required unless you explicitly need both architectures on the same machine.
Another reason you see many binaries is that Microsoft publishes cumulative refreshes of the ODBC Driver 18. Newer entries supersede older ones. You should select the most recent version listed for your architecture, not every historical build included in the KB. Installing an older package provides no benefit if a newer one is available, because the newer driver already includes the security fix addressed by KB5037571.
The installer itself is standalone. It does not depend on other binaries from the same KB being present. Running the appropriate msodbcsql18 .exe once is sufficient. If an older version of ODBC Driver 18 is already installed, the installer will upgrade it in place. If it is not installed, it will perform a fresh installation with the security fix included.
In short, identify the latest msodbcsql18 package that matches your required architecture, download that single file from the Microsoft Update Catalog, and install it.
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hth
Marcin