I don't how the source tree becomes /usr/src/kernel-source-xxx either.
The official (Linus) kernels unpack into linux (so you'd unpack them
into /usr/src/linux, typically). Somehow Debian repackages the
process, but I don't know how. I don't think it matters for the
moment.
Alan seems to have produced the patches by diffing between two
directories linux.vanilla and linux.15p9 (for pre9). So for most of
us, a patch from /usr/src won't work (since we won't have a directory
called linux.vanilla---nor do we want one). The best option is, as
you did, to go into the linux directory, and use -p1 (to ignore the
linux.vanilla part of the filenames).
The prepatches are different from the patches between real released
versions (like 2.2.12 to 2.2.13): each one includes all the previous
changes. Thus, to get from 2.2.14 to 2.2.15-pre15 (or whatever the
latest prepatch is), you just need a 2.2.14 source tree and the
2.2.15-pre15 patch.