If you are using Stata 12, and you have a direct Internet connection, type update query in Stata, and Stata will tell you if there are updates and what to do next. See [R] update in the Stata Base Reference Manual for more information.
If you do not have access to the Internet from within Stata, see below. If you are not using Stata 12, click on the appropriate version:
Type about in Stata and note the "Revision" date. If you see a date earlier than "23 Jan 2014", you need to update Stata. Also make note of your platform and whether it is 64-bit or 32-bit. Download the appropriate file for your operating system and follow the instructions below.
Extract the file you downloaded to a temporary location on your system.
After you have extracted it, you will have one of the following directories on your system with several files in it:
Type db update in Stata and browse to the extracted update directory. Click OK and follow any instructions you are given.
After installing the updates, you can remove the downloaded update file and files you extracted from it.
Unofficial additions to Stata are also available: