If you are using Stata 9, and you have a direct Internet connection, type update query in Stata, and Stata will tell you 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 using a version of Stata prior to 9, click here.
If you are using a version of Stata newer than 9, click here.
There are two components to Stata:
These are updated separately.
You update the Stata executable only rarely. Updating your copy of Stata 9 is simply a matter of downloading a file.
More frequently you should update the ado-files.