Upgrade instructions are available on the WordPress site.
Users who are tired of doing WordPress upgrades manually may wish to check out the InstantUpgrade plugin for WordPress. The InstantUpgrade plugin allows administrators to update WordPress to the most recent version -- or a version of their choice -- via the Web-based admin panel in WordPress.
Download the plugin, read the installation instructions, uncompress it in the wp-content/plugins directory, and enable the plugin in the WordPress admin dashboard under Plugins.
Make sure to back up your WordPress database and then go to Manage -> InstantUpgrade in the admin dashboard. If all goes well, and it should, the plugin will download the specified version of WordPress, unpack it, and install it.