No, you do not need to install previous frameworks.
I doubt that there are many applications that require 1.1. However, if you have one of them, you might want to install 1.1, as there are some known changes in the gap between 2.0 and 1.1, although it is supposed to work fine.
3.0, 2.0, 2.0 . , 2.0, 3.0. ( 3.5).
4.0 ; 2.0/3.5. 4.0 , 2.0/3.5 , .