To begin, make sure your phone is connected to Wi-Fi and has enough battery life - you don't want it to die on you mid-update! Go to your phone's settings, then click on "Software update" or "About phone" - it's usually at the bottom of the menu. From there, click on "Download updates manually" to see if there are any new updates available.
If an update is available, your phone will start downloading it, and then you just have to wait for it to install - this might take a few minutes, so be patient! You'll see a progress bar on your screen, and once it's done, your phone will restart. Don't worry, this is totally normal - it's just your phone updating its software!