It can be easier to remove Adobe Flash Player from OS X entirely, and be done with the effort involved. Adobe has a tool to remove Flash Player from OS X available. (If you really need Flash capabilities, there's a version embedded in the Chrome web browser that might suffice.)
As for your question, if you have gone directly to the Adobe web site (by entering the URL in Safair, and not by clicking on anyting in email or on another web site), and have downloaded Adobe Flash Player updates from there, then you're reasonably safe.
If you've downloaded the Adobe update bits from the Adobe site (and again, not from any other site), then clicking through the "yes, I know I downloaded this" is probably safe.