When you want to operate WinCC V5.1 and STEP 7 V5.2 together on an PG/PC, the HF 0 to WinCC V5.1 is obligatory. It is - independent of perhaps already installed hotfixes for WinCC V5.1 - installable via Setup.
You can find the hotfix setup in the folder "WinCC-Hotfix"; in the STEP 7 V5.2 CD.
Two orders of installation are possible:
1. WinCC V5.1 -> STEP 7 V5.2 -> Hotfix 0 for WinCC V5.1
2. STEP 7 V5.2 -> WinCC V5.1-> Hotfix 0 for WinCC V5.1