If you mean the process by which you do it, then try the following:
1. From the main screen, press the MENU key.
2. Tap "Settings."
3. Press and slide your finger up the phone to get to the end of the options.
4. Tap "About phone."
5. Tap "System update."
6. Tap "Update OEM software."
Your phone will download the update, if available, or display a message indicating that it is up to date. Follow the onscreen instructions if an update is available.
Obviously if there isn't an update available for the phone then you won't get a notification. It's worth bearing in mind that a number of older and many lower end phones aren't capable of being updated to the newer Android versions as the hardware required to run the newer versions will not be present in the older phones.
Much like trying to put Windows 7 on an old 386 computer with a 40mb hard drive.