Upgrade by simply overwriting the new version of WordPress files, you will get the prompt of upgrading the database when logged in. Do backup the files & database before trying to do anything so that you can always revert back to the old state in case something goes wrong.
Most probably the upgrade will work directly without doing incremental upgrades. And if you would want to, then you can get any version of WordPress like this http://wordpress.org/wordpress-2.9.zip Change the version in the URL according to the version you want.