You could check by opening "About This Mac" (under the Apple logo in the menu bar). Click "More Info" then "System Report". Then go down in the left sidebar to "Software" then "Installations" under it.
There is an alphabetical list of software that has been installed. You can see if the Java release is there.
I think it couldn't hurt to try to install it. If your computer doesn't need it, the install should fail.
As I checked for the new update that apple provides on Feb, 19th : Java for OS X 2013-001
it is not listed by the available updates for my Mac.
Should I install this update after having downloaded it on Apple support web site, or not?
If you don't have it already installed, it will not update it.
Does this update install the Java soft if we do not have it already
or does it simply disables the famous Java SE 6 applet plug-in?
It updates it if you already have Java SE 6 installed. It also temporarily disables the plug-in so that it won't run automatically, but will allow you to re-enable it.