I see all the files in titlesec here at ctan: http://www.ctan.org/tex-archive/macros/latex/contrib/titlesec/
I also see a titlesec folder in my texmf-texlive tree.
Apparently what happened is that during a fresh installation of texmaker, the installation process cleared out the titlesec.sty and related files. Why it would do such a thing, I do not know.
It seems obvious to me that I should just put all the files on the ctan site into the titlesec folder.
Do I have to download all those ctan files individually or is there another way?
tlmgr. See the answers to this question: How do I update my TeX distribution? It is easy. Check the texlive part (both command line and gui). I think you needtlmgr update --self --all --reinstall-forcibly-removed– Jan 15 '13 at 05:07