Basically you only need the original Warcraft 3 game. The version depends on the game you are going to watch. Both Reign of Chaos and Frozen Throne games are supported. Obviously you can only watch RoC games using Warcraft 3, and TFT games using the Expansion. It's up to you to install the proper patch needed for the game (usually you simply connect to the Battle.net to get the latest one).
You can see the required version in the clients' game list. Select the Game and it will tell you what version it is.