Returning with a question or twoFollow

if you have bought the retail version it's got everything you need from basic wow to current, but for patches since the discs were... pressed?
Your access is determined by what expansions you've added to your accounts, IE if you haven't bought and added Lich King to your account you won't be able to add Cataclysm as it's required for 70-80 which is when Cata kicks in.

If you're starting from scratch with a new account you need Vanilla (includes BC now which is to 70) LK (70-80) and Cata (80-85) your timing may be a little off, WOW had sales for getting you all the content for something like $50 which is retail for any one of them locally.

IF I'm understanding you correctly, you own the following versions of the game:
Vanilla: levels 1-60
Burning Crusade: levels 60-70
Wrath of the Lich King: 70-80

If that's the case, all you would need to do is buy Cataclysm and add the key-code to your original account through Blizzard, by original I mean the account that shows you've purchased all the predecessors to Cata. Installing Cataclysm should install the whole game, however, the launcher might update with the latest content patch.

I hope that helps.