Or like in basic gw2,I can only download needed dlc locations in game I have data cap so this is crucial feature
Do I have to download all update
Yes you do.
If you know someone without those limits you can go to their house (or use a courier) and then use a USB drive to download to, then either keep on the drive and play or transfer over to your hard drive.
Or you can use the Streaming Client option ‘On Demand’ and only download those areas you need to play.
On Demand asks the game to download content only when the game requires it. This setting is useful for those who have data caps to worry about. This setting may cause issues of models popping in.
https://wiki.guildwars2.com/wiki/Options#Streaming
Good luck.