1.- Make sure your device is connected to Wi-Fi.

2.- Open Settings app.

3.- Select About Phone.

4.- Tap Check for Updates.

Then two things can happen. If there is a new version, the Update button will appear and ask if you want to download and install it. If not, you will be told that there is still no update available and therefore you already have the most recent version installed.

5.- Install.
Depending on the OS, you'll see Install Now, Reboot and install, or Install System Software. Tap it. Your phone will reboot.

NOTE: The schedule of updates depending on the device, the manufacturer and the mobile operator.